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Asymmetric generalizations of symmetric univariate probability distributions obtained through quantile splicing

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Abstract Balakrishnan et al. proposed a two-piece skew logistic distribution by making use of the cumulative distribution function (CDF) of half distributions as the building block, to give rise to… Click to show full abstract

Abstract Balakrishnan et al. proposed a two-piece skew logistic distribution by making use of the cumulative distribution function (CDF) of half distributions as the building block, to give rise to an asymmetric family of two-piece distributions, through the inclusion of a single shape parameter. This paper proposes the construction of asymmetric families of two-piece distributions by making use of quantile functions of symmetric distributions as building blocks. This proposition will enable the derivation of a general formula for the L-moments of two-piece distributions. Examples will be presented, where the logistic, normal, Student’s t(2) and hyperbolic secant distributions are considered.

Keywords: piece distributions; symmetric univariate; asymmetric generalizations; two piece; generalizations symmetric; univariate probability

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2019

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