The stochastic data envelopment analysis (SDEA) was developed considering the value ofinputs and outputs as random variables. Therefore, statistical distributions play an importantrole in this regard. The skew-normal (SN) distribution is a family of probability densityfunctions that is frequently used in practical situations. In this paper, we assume that the inputand output variables are skew-...

We extend the Gaussian scale mixture model of dependent subspace source densities to include non-radially symmetric densities using Generalized Gaussian random variables linked by a common variance. We also introduce the modeling of skew in source densities and subspaces using a generalization of the Normal Variance-Mean mixture model. We give closed form expressions for subspace likelihoods an...

A generalized skew correlation and a generalized skew information are defined and then a kind of the generalization of uncertainty relation is established by the help of the trace inequality which was recently proven by J.I.Fujii. In addition, we prove the trace inequality which is an extension of the conjecture addressed in [1]. This manuscript is based on our recent paper [2]. Mathematics Sub...

The skew t-distribution is a flexible model able to deal with data whose distribution show deviations from normality. It includes both the skew normal and the normal distributions as special cases. Inference for the skew t-model becomes problematic in these cases because the expected information matrix is singular and the parameter corresponding to the degrees of freedom takes a value at the bo...

Objective: The purpose of this paper is to explored different distributions in conditional Value at Risk (VaR) modeling as an option the Mexican market. Methodology: We estimate a GARCH model under Gaussian, Normal Inverse Skew Generalized t and Stable distribution assumption, then we implement predicting one-day ahead VaR finally examine performance among four models during period high volatil...

BACKGROUND Body Mass Index (BMI), like most human phenotypes, is substantially heritable. However, BMI is not normally distributed; the skew appears to be structural, and increases as a function of age. Moreover, twin correlations for BMI commonly violate the assumptions of the most common variety of the classical twin model, with the MZ twin correlation greater than twice the DZ correlation. T...

Abstract Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification and clustering. For continuous data which we consider here in the context of regression and cluster analysis, MoE usually use normal experts, that is, expert components following the Gaussian distribution. However, for a set of data containing a group or groups of observati...