A. Pewsey
The sinh-arcsinh transformation provides an attractive device with which to extend any base symmetric unimodal density, with its two parameters controlling the skewness and tailweights of the resulting sinh-arcsinhed densities. In my talk I will summarise the fundamental properties and potential applications of sinh-arcsinhed families of distributions. Their quantile-based properties are particularly appealing, and likelihood-ratio tests provide a powerful means of testing crucial hypotheses such as symmetry, normality and logisticness.
Palabras clave: likelihood-ratio tests, logisticness, normality, quantile-based properties, sinh-arcsinh transformation, skewness, symmetry, tailweight
Programado
VB5 Distribuciones estadísticas 2
20 de abril de 2012 10:30
Sala Viena
