Creating new distributions by blunting cusps

Baker, RD 2017, 'Creating new distributions by blunting cusps' , Statistics & Probability Letters, 124 , pp. 55-63.

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A simple method is proposed for `blunting' cusped distributions, ie removing the cusp. No additional parameters are required. The method is applied to the asymmetric Laplace distribution, to the van Dorp and Kotz double-sided power distribution, and to the double-sided asymmetric Pareto distribution, and some properties of the blunted distributions are derived. An example of fitting the blunted asymmetric Pareto distribution to data is given.

Item Type: Article
Schools: Schools > Salford Business School
Journal or Publication Title: Statistics & Probability Letters
Publisher: Elsevier
ISSN: 0167-7152
Related URLs:
Depositing User: Prof Rose Dawn Baker
Date Deposited: 17 Jan 2017 09:13
Last Modified: 16 Jan 2018 19:20

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