A Constructive Representation of Univariate Skewed Distributions
A Constructive Representation of Univariate Skewed Distributions
We introduce a general perspective on the introduction of skewness into symmetric distributions. Through inverse probability integral transformations we provide a constructive representation of skewed distributions, where the skewing mechanism and the original symmetric distributions are specified separately. We study the effects of the skewing mechanism on, e.g., modality, tail …