Abstract. In this paper, a family of skew-slash distributions is defined and investigated. We define the new family by the scale mixture of a skew-elliptically distributed random variable with the power of a uniform random variable. This family of distributions contains slash-elliptical and skew-slash distributions. We obtain the moments and some distributional properties of the new family of d...

Abstract In this article, a large class of univriate Birnbaum–Saunders distributions based on the scale shape mixture skew normal is introduced which generates suitable subclasses for modeling asymmetric data in variety settings. The moments and maximum likelihood estimation procedures are disscused via an ECM-algorithm. observed information matrix to approximate asymptotic covariance parameter...

In this paper, assuming that (X, Y1, Y2)T has a trivariate normal distribution, we derive the exact joint distribution of ( X, Y(1), Y(2))^T, where Y(1) and Y(2) are order statistics arising from (Y1, Y2)T . We show that this joint distribution is a mixture of truncated trivariate normal distributions and then use this mixture representation to derive the best (nonlinear) predictiors of X...

Binary response regression is a useful technique for analyzing categorical data. Popular binary models use special link functions such as the logit or the probit link. In this article, the inverse link function H is modeled to be a scale mixture of cumulative distribution functions. Two different models for H are proposed: (i) H is a finite normal scale mixture with a Dirichlet distribution pri...

In this paper we introduce the class of Wp scale mixture random vectors with a particular radial decomposition and a independent splitting property specified by some random variable Wp, p ∈ (0,∞). We derive several conditional limit results assuming that the distribution of the random radius is in the max-domain of attraction of a univariate extreme value distribution andWp has a certain tail a...

In the paper, quasi-exponentiated normal distributions are introduced for any real power (exponent) no less than two. With natural exponents, coincide with of corresponding powers random variables zero mean. Their representability as scale mixtures and exponential is proved. The mixing written out in closed form. Two approaches to construction asymmetric described. A limit theorem proved sums a...

Let (RU1, RU2) be a given bivariate scale mixture random vector, with R > 0 being independent of the bivariate random vector (U1, U2). In this paper we derive exact asymptotic expansions of the tail probability P{RU1 > x, RU2 > ax}, a ∈ (0, 1] as x → ∞ assuming that R has distribution function in the Gumbel max-domain of attraction and (U1, U2) has a specific tail behaviour around some absorbin...