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Skewed distributions generated by the normal kernel. (English) Zbl 1048.62014
Summary: Following a recent paper by A. K. Gupta et al. [Random Oper. Stoch. Equ. 10, 133–140 (2002)] we generate skew probability density functions (pdfs) of the form \(2f(u)G(\lambda u)\), where \(f\) is taken to be a normal pdf while the cumulative distributive function \(G\) is taken to come from one of normal, Student’s \(t\), Cauchy, Laplace, logistic or uniform distribution. The properties of the resulting distributions are studied. In particular, expressions for the \(n\) th moment and the characteristic function are derived. We also provide graphical illustrations and quantify the range of possible values of skewness and kurtosis.

MSC:
62E10 Characterization and structure theory of statistical distributions
60E05 Probability distributions: general theory
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