Abstract
In this article, a skewness parameter to a gamma distribution is introduced using an idea of Azzalini, which creates a new class of weighted gamma distributions. This new distribution has a probability density function with skewness representing a general case of weighted probability density function of the chi-square distribution, Erlang distribution, MaxwellBoltzmann distribution or skew-logistic distribution. It is observed that this distribution can also be obtained by hidden truncation. Different properties of this new distribution are discussed and the inference of the old parameters and the skewness parameter is studied.
Keywords.: Hazard Function; Moment Generating Function; Truncated Distribution; Weighted Normal Distribution; Selection Model; Constrained Normal Mean Vector; Probabilistic Representation
Received: 2011-07-17
Published Online: 2011-December
Published in Print: 2011-December
de Gruyter 2011
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Keywords for this article
Hazard Function;
Moment Generating Function;
Truncated Distribution;
Weighted Normal Distribution;
Selection Model;
Constrained Normal Mean Vector;
Probabilistic Representation
Articles in the same Issue
- A Nonparametric Control Chart for Location Based on Sub-Samples of Size Two
- Availability of a System with Multiple Failure Modes and Imperfect Repairs
- Sampling Methods and Market Surveillance
- Control Charts for Controlling Variability of Non-Normal Processes
- A Class of Weighted Gamma Distributions and its Properties
- Sequential Test for Truncated Distribution under Measurement Error
- Exact Distribution of Argmax (Argmin)
- A Hybrid Economic Group Acceptance Sampling Plan for Exponential Lifetime Distribution
- Chain Sampling Inspection Plans Based on Bayesian Methodology
- Exponentiated Modified Weibull Distribution
- Optimal Control of a Two-Item Inventory System with Different Types of Item Deterioration
- Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments