Bayesian analysis of a stochastic volatility model with a generalized hyperbolic (GH) skew Student’s t-error distribution is described where we first consider an asymmetric heavy-tailness as well as leverage effects. An efficient Markov chain Monte Carlo estimation method is described exploiting a normal variance-mean mixture representation of the error distribution with an inverse gamma distri...

A new class of densities for modelling non-negative data, which is based on the skew-symmetric family distributions proposed by Azzalini introduced.We focus model generated skew-normal distribution, called Extended Half Skew-Normal distribution. Its relevant properties are studied. These pdf, cdf, moments, mgf, and stochastic representation. The parameters estimated moment maximum likelihood me...

The present study is concerned with the propagation of Lamb waves in a homogeneous isotropic thermoelastic micropolar solid with two temperatures bordered with layers or half spaces of inviscid liquid subjected to stress free boundary conditions. The generalized theory of thermoelasticity developed by Lord and Shulman has been used to investigate the problem. The secular equations for symmetric...

Exploitation of the NP hard, mixed μ problem structure provides a polynomial time algorithm that approximates μ with usually reasonable answers. When the problem is extended to the skew μ problem an extension of the existing method to the skew μ formulation is required. The focus of this paper is to extend the μ upper bound derivation to the skew μ upper bound and show its direct computation by...

The idea of generating skewed distributions from normal has been of great interest among researchers for decades. This paper proposes four families of generalized normal distributions using the T -X framework. These four families of distributions are named as T -normal families arising from the quantile functions of (i) standard exponential, (ii) standard log-logistic, (iii) standard logistic a...