A Mixture of Generalized Tukey’s g Distributions

Abstract EN

Mixtures of symmetric distributions, in particular normal mixtures as a tool in statistical modeling, have been widely studied.

In recent years, mixtures of asymmetric distributions have emerged as a top contender for analyzing statistical data.

Tukey’s g family of generalized distributions depend on the parameters, namely, g , which controls the skewness.

This paper presents the probability density function (pdf) associated with a mixture of Tukey’s g family of generalized distributions.

The mixture of this class of skewed distributions is a generalization of Tukey’s g family of distributions.

In this paper, we calculate a closed form expression for the density and distribution of the mixture of two Tukey’s g families of generalized distributions, which allows us to easily compute probabilities, moments, and related measures.

This class of distributions contains the mixture of Log-symmetric distributions as a special case.