从偏态Pearson VII分布生成的新的多元偏态t分布

New Multivariate Skew t Distributions Generated\\from Skew Pearson VII Distributions

  • 摘要: 一般而言, 偏态的椭球等高分布是一类分布族, 有相当一部分的分布都是积分形式, 且此类积分不易求出, 而偏态的正态、偏态的正态尺度混合、偏态的PVII型、偏态的PII型的分布却有着很好的结构, 偏态t分布属于偏态PVII型分布, 因此, 本文在偏态PVII型分布的基础上着重研究新的偏态t分布, 给出它的背景、定义、两种随机表示及其等价性.

     

    Abstract: In general, there are a large number of skew elliptically contoured distributions with hard calculated integral forms, while skew normal, skew normal scale mixtures, skew Pearson type VII and skew Pearson type II distributions possess good structures. Skew t distributions belong to skew Pearson type VII distributions, therefore, this paper proposes new multivariate skew t distributions based on multivariate skew Pearson type VII distributions. Backgrounds and definitions are given, two stochastic representations and their equivalence are derived.

     

/

返回文章
返回