WHEN:
Thursday, January 19, 2006 at 2:00 PM
WHERE:
Durham Science Center, Room 255
WHAT:
Department of Mathematics, University of South Florida
will give a talk on
ABSTRACT:
In the last few decades, there has been a growing interest in the construction of flexible parametric classes of distributions. In particular, various forms of the skew Laplace distribution has been introduced and applied in several areas including medical science, environmental science, communications, economics, engineering and finance. This talk will be based on the definition of skewed distributions introduced by O'Hagan and extensively studied by Azzalini.
A random variable $X$ is said to have the skew-symmetric distribution if its probability density function is $f(x) = 2g (x) G (\lambda x)$, where $g$ and $G$ are the probability density function and the cumulative distribution function of a symmetric distribution around $0$ respectively and $\lambda$ is the skewness parameter.
To describe a life phenomenon we will be mostly interested when the random variable is positive. So we will consider the case when the skew Laplace distribution is truncated on left at 0.
Comparisons with other life time distributions will be presented.
Back to the Mathematics Colloquium Page