The Skew Generalized Secant Hyperbolic Family
We introduce a skewness parameter into Vaughan’s (2002) generalized secant hyperbolic (GSH) distribution by means of exponential tilting and develop some properties of the new distribution family. In particular, the moment-generating function is derived which ensures the existence of all moments. Fi...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
Austrian Statistical Society
2016-04-01
|
Series: | Austrian Journal of Statistics |
Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/353 |