An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions

Hidden truncation (HT) and additive component (AC) are two well known paradigms of generating skewed distributions from known symmetric distribution. In case of normal distribution it has been known that both the above paradigms lead to Azzalini’s (1985) skew normal distribution. While the HT direct...

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Main Authors:	Hazarika, Partha Jyoti, Chakraborty, Subrata
Format:	Article
Language:	English
Published:	Universiti Kebangsaan Malaysia 2014
Online Access:	http://journalarticle.ukm.my/8053/ http://journalarticle.ukm.my/8053/ http://journalarticle.ukm.my/8053/1/21_Partha.pdf

id	ukm-8053
recordtype	eprints
spelling	ukm-80532016-12-14T06:46:03Z http://journalarticle.ukm.my/8053/ An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions Hazarika, Partha Jyoti Chakraborty, Subrata Hidden truncation (HT) and additive component (AC) are two well known paradigms of generating skewed distributions from known symmetric distribution. In case of normal distribution it has been known that both the above paradigms lead to Azzalini’s (1985) skew normal distribution. While the HT directly gives the Azzalini’s (1985) skew normal distribution, the one generated by AC also leads to the same distribution under a re-parameterization proposed by Arnold and Gomez (2009). But no such re-parameterization which leads to exactly the same distribution by these two paradigms has so far been suggested for the skewed distributions generated from symmetric logistic and Laplace distributions. In this article, an attempt has been made to investigate numerically as well as statistically the closeness of skew distributions generated by HT and AC methods under the same re-parameterization of Arnold and Gomez (2009) in the case of logistic and Laplace distributions. Universiti Kebangsaan Malaysia 2014-11 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/8053/1/21_Partha.pdf Hazarika, Partha Jyoti and Chakraborty, Subrata (2014) An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions. Sains Malaysiana, 43 (11). pp. 1801-1809. ISSN 0126-6039 http://www.ukm.my/jsm/
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
language	English
description	Hidden truncation (HT) and additive component (AC) are two well known paradigms of generating skewed distributions from known symmetric distribution. In case of normal distribution it has been known that both the above paradigms lead to Azzalini’s (1985) skew normal distribution. While the HT directly gives the Azzalini’s (1985) skew normal distribution, the one generated by AC also leads to the same distribution under a re-parameterization proposed by Arnold and Gomez (2009). But no such re-parameterization which leads to exactly the same distribution by these two paradigms has so far been suggested for the skewed distributions generated from symmetric logistic and Laplace distributions. In this article, an attempt has been made to investigate numerically as well as statistically the closeness of skew distributions generated by HT and AC methods under the same re-parameterization of Arnold and Gomez (2009) in the case of logistic and Laplace distributions.
format	Article
author	Hazarika, Partha Jyoti Chakraborty, Subrata
spellingShingle	Hazarika, Partha Jyoti Chakraborty, Subrata An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
author_facet	Hazarika, Partha Jyoti Chakraborty, Subrata
author_sort	Hazarika, Partha Jyoti
title	An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_short	An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_full	An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_fullStr	An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_full_unstemmed	An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
title_sort	empirical assessment of the closeness of hidden truncation and additive component based skewed distributions
publisher	Universiti Kebangsaan Malaysia
publishDate	2014
url	http://journalarticle.ukm.my/8053/ http://journalarticle.ukm.my/8053/ http://journalarticle.ukm.my/8053/1/21_Partha.pdf
first_indexed	2023-09-18T19:51:22Z
last_indexed	2023-09-18T19:51:22Z
_version_	1777406241325187072

An empirical assessment of the closeness of hidden truncation and additive component based skewed distributions

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