Struggling with writing your thesis on Slash Distribution? You're not alone.

Crafting a thesis can be

one of the most challenging tasks for any student, especially when it comes to a complex topic like
Slash Distribution. From conducting thorough research to organizing your thoughts cohesively, the
process can be overwhelming and time-consuming.

Fortunately, there's a solution. ⇒ HelpWriting.net ⇔ offers professional thesis writing services to

help you navigate through the intricacies of your thesis with ease. Our team of experienced writers
specializes in various subjects, including Slash Distribution, ensuring that your thesis is meticulously
researched, well-written, and meets all academic standards.

Why choose ⇒ HelpWriting.net ⇔? We understand the pressures and demands of academic life,
and we're here to alleviate your stress. By entrusting your thesis to us, you can focus on other
important aspects of your academic journey while we handle the heavy lifting. Our commitment to
excellence, attention to detail, and dedication to customer satisfaction set us apart as the premier
choice for thesis assistance.

Don't let the daunting task of writing a thesis hold you back. Take advantage of ⇒ HelpWriting.net
⇔'s expertise and experience to ensure your success. Order now and experience the difference our
professional thesis writing services can make in your academic career.
We have incorporated them in the parameters in the above density. For Case (II), the estimation
methods proposed in this paper will provide the MLE of unknown parameters, which, as in the first
case, would serve as a baseline to evaluate the performance of other estimation procedures. Details
can be found in e.g. Kotz and Nadarajah ( 2004 ) or Johnson and Kotz ( 1972, p. 134). A continuous
k -variate random vector T has a t distribution with degrees of freedom r, mean vector m, and
correlation matrix R (covariance matrix ? ), written T ? t. In our example and simulation studies, we
consider the following procedure for the slash MRM. Case (V) would produce 5% data likely to be
low leverage outliers, and in Case (VI), 5% of the observations are replicated serving as the high
leverage outliers, which will be used to check the robustness of estimation procedures against the
high leverage outliers. In the mean time, the AIC values in Table 1 indicated that the skew-slash t
fitting was better than the skew-slash normal. With the left plot in Figure 2, can be understand the
reason of using MRMs, because the traditional models (MLE) is very affected by outlier. The
proposed distributions are compared with the skew-slash normal through simulations and applied to
fit two real datasets. The newly defined model extends the slashed half normal distribution and has
more kurtosis than the ordinary half normal distribution. The skewness and kurtosis coefficients
decrease as increases. Generalizing the standard normal by introducing a tail parameter, the slash
normal has heavier tails than the standard normal, hence it could be used to simulate and fit heavy
tailed data. A smaller AIC value of the skew-slash normal fitting than the skew-slash t fitting
indicated that the former was a better fit to this data. In the skew-slash t there is one parameter to
regulate the skewness of the distribution and another parameter to control the tail behavior. In the
iterative numerical methods, the iteration is terminated when the change in the likelihood function is
less than 1 0 6. We first generate 500 samples of size and from the distribution for fixed parameters.
We fit the data set with the half normal, the epsilon half normal and the epsilon half normal slash
distributions using maximum likelihood method. The mean and variance of are given by (11) and for,
For the standardized skewness and kurtosis coefficients we have the following results. The
cumulative distribution function of the epsilon half normal slash distribution is given as follows. The
skew-slash normal contour is similar to what was reported in Wang and Genton ( 2006 ). Cambridge
University Press, Cambridge (2004). Book. The skewness and kurtosis coefficients of are given by
(12) (13) where Remark 2.12 As, the skewness coefficient converges. The following results are
immediate consequences of (10). The setup of the experiment indicates two mixture components in
the model, and the scatter plot of the data collected from the experiment confirms this point. In this
paper, we propose a robust Mixture regression models in which a mixture of slash distributions is
assumed for the errors. In this sense, the method of MLE through EM algorithm may not give
maximum global solutions if the starting values are far from the real parameter values. In the EM
algorithm, it is well khnown that label switching is always an issue when evaluating different
estimation methods in mixture models, and there are no widely accepted labeling standards. The
newly defined model extends the slashed half normal distribution and has more kurtosis than the
ordinary half normal distribution. For, where. Suppose is a random sample of size from the epsilon
half normal slash distribution. The survival function of the k -variate slash t is then given by. Thus
we extend their result from the normal to t distribution as stated below.
In our example and simulation studies, we consider the following procedure for the slash MRM. The
paper is organized as follows: in Section 2, we introduce the new slash distribution and study its
relevant properties, including the stochastic representation etc. One technical issue here is that the
estimate \(\hat \Sigma \) of. The maximum likelihood estimating equations above are not in a simple
form. But we think that this definition is natural, concise and, in particular, convenient in
applications. Also, we considered equal variance for all components. Here we applied the proposed
skew-slash t distribution to re-fit the (LBM, BMI) pairs in the AIS data. In Section 5, we give a real
illustrative application and report the results. We study the properties of the estimators numerically. It
is known that as the sample size increases, the distribution of the MLE tends to the normal
distribution with mean and covariance matrix equal to the inverse of the Fisher information matrix.
Proposition 2.4 Let and, then. Figure 1. The density function of with various parameters. Proof.
Remark 2.5 Proposition 2.4 shows that the epsilon half normal slash distribution can be represented
as a scale mixture of an epsilon half normal distribution and uniform distribution. For, (5) where is
the cumulative distribution function for the standard normal random variable. In the skew-slash t
there is one parameter to regulate the skewness of the distribution and another parameter to control
the tail behavior. The curves are calibrated so that they have the same height at the origin. The
parameters can be estimated under either the frequentist method or Bayesian paradigm. It is defined
to be the quotient of two independent random variables, an epsilon half normal random variable and
a power of the uniform distribution. Several constant parameters appeared in his density formual are
not explicitly expressed in our form of the density. Models fitted for the life of fatigue fracture data
set. Thus additional distributions are needed to study such skewed and heavy tailed data. In Section
3 we discuss the inference, moments and maximum likelihood estimation for the parameters. Using
the definition in (3) and the results in Proposition 4.1, we can generate variates from the epsilon half
normal slash distribution with the following algorithm. Then the skew-slash t, with the density given
in ( 3.29 ), and the skew-slash normal, with the density given below, are applied to fit two real
datasets. The comparison between the two contours seemed to indicate that the fittings based on two
models were close. A simulation is conducted and demonstrates the good performance of the
maximum likelihood estimators. It is well known that the standard slash density has heavier tails than
those of the normal distribution and has larger kurtosis. The MLE estimators are computed by the
optim function which uses L-BFGS-B method. Then, marginally ? has a slash distribution with
parameter q and scale parameter. We give the stochastic representations, moments and characteristic
function. A simulation is conducted to investigate asymptotically the bias properties of the
estimators for the parameters.
This idea of course can be used to perform the hypothesis testing of a skew-slash normal sub-model
against a skew-slash t model. We give the stochastic representations, moments, and characteristic
function and discuss marginal distributions and linear combinations. Probabilistic and inferential
properties are derived. Figure 2 shows the skewness and kurtosis coefficients with various
parameters for the model. This nonnegative distribution extends the (a) (b) Figure 3. But we think
that this definition is natural, concise and, in particular, convenient in applications. What we did in
our applications was that we estimated the entries of. Simulations and applications In this section,
we use simulations to compare the performance of the skew-slash t and the skew-slash normal
distributions. Figure 1 shows some plots of the density function of the epsilon half normal slash
distribution with various parameters. We study the properties of the estimators numerically. As, The
limit case of the epsilon half normal slash distribution is the epsilon half normal distribution. The
musician was asked to tune an adjustable tone to the octave above the fundamental tone, and a
measurement called tuned gives the ratio of the adjusted tone to the fundamental. 150 pairs of
(Actual tone ratio, Perceived tone ratio) values are obtained for the same musician. Finally, the
proposed model is compared with other procedures, based on a real data set. The slash t distribution
generalizes the slash normal distribution of Kafadar ( 1988 ) and the multivaraiate slash normal
distribution of Wang and Genton ( 2006 ), and the skew-slash t distribution generalizes the skew-
slash normal distribution of the latter two authors. Figures 3(a) and (b) display the fitted models
using the MLE estimates. 6. Concluding Remarks In this article, we have studied the epsilon half
normal slash distribution. Also, we considered equal variance for all components. Finally, some
concluding remarks are given in Section 6. The multivariate slash t distribution In this section, we
define the multivarate slash t distribution, derive the density and study its tail behaviors and
relationships with other distributions. The result provides another way besides the definition (3) to
generate random numbers from the epsilon half normal slash distribution. 2.2. Moments and
Measures Based on Moments In this section, we derive the moment generating function,the k-th
moment and some measures based on the moments. Woodward Ave., Tallahassee, 32306, FL, USA
Yuanyuan Tang Authors Fei Tan View author publications You can also search for this author in.
Since the epsilon half normal distribution is an extension of the half normal distribution, it is
naturally to define a slash distribution based on it in which skewness and thick tailed situations may
exist. In the experiment, a pure fundamental tone was played to a trained musician and electronically
generated overtones were added, determined by a stretching ratio. It is well known that its inverse is
the asymptotic variance matrix of the maximum likelihood estimators. Compared to the TLE, the
proportion of trimming of the new proposed model is data adaptive instead of a fixed value. These
authors also developed a simple EM-type algorithm to perform maximum likelihood inference of the
parameters of the proposed model. It generalizes normality and has been much studied in the
statistical literature. Density curves and contour plots are drawn to illustrate the skewness and tail
behaviors. Our simulations and applications to real data indicated that the proposed skew-slash t
fitting outperformed the skew-slash normal fitting. Then the log-likelihood function can be written
as (14) The estimates of the parameters maximize the likelihood function. They studied its general
properties of the resulting families, including their moments.
For Case (II), the estimation methods proposed in this paper will provide the MLE of unknown
parameters, which, as in the first case, would serve as a baseline to evaluate the performance of other
estimation procedures. Author information Authors and Affiliations Department of Mathematical
Sciences, Indiana University Purdue University Indianapolis, N. Section 5 is devoted to simulations
as well as applications of the proposed skew-slash t distribution to fit two real datasets. A simulation
is conducted to investigate asymptotically the bias properties of the estimators for the parameters.
Proposition 4.1 Let be two independent random variables, where and is such that then, where and.
Proof. For, The density function of is which proves the result. Figure 1 shows the scater plot (in left
plot) and histogram (in rigth) of tone data. It is not generally possible to derive the Fisher
information matrix. Although for a particular dataset the skew-slash t may not be the final model, it
is a good choice to start with in model selection due to its flexibility and the fact that it takes the
skew normal, skew t and hence the usual normal and t as its submodels. Density curves and contour
plots are drawn to illustrate the skewness and tail behaviors. Then, use the residuals of each group to
compute initial values. Let X be a continuous random vector that has pdf f. Let X. Compared to the
slash and skew-slash normal distributions, an additional parameter, the degrees of freedom, is
included in the slash and skew-slash t distributions. Many programs provide routines to solve such
maximum likelihood estimating equations. Open Access This is an open access article distributed
under the CC BY-NC 4.0 license ( ). Cambridge University Press, Cambridge (2004). Book. Using
the fact that the slash distribution can be written as a scale mixture of a normal and a latent
distribution, we also estimate model parameters an expectation-maximization (EM) algorithm. Using
the definition in (3) and the results in Proposition 4.1, we can generate variates from the epsilon half
normal slash distribution with the following algorithm. Wang and Genton ( 2006 ) generalized the
univariate slash normal to the multivariate slash normal and investigated its properties. As both the
slash and skew t take the t and hence the normal as their special cases, so does the skew-slash t.
Keywords EM algorithm; Normal mixture regression; Outliers; Slash distribution Abstract The
traditional estimation of Mixture regression models is based on the normal assumption of component
errors and thus is sensitive to outliers and heavy-tailed errors. In this paper, all the computations are
performed using software R. Observe that the slash t has the fattest tail whereas the normal has the
slimmest one. They studied its general properties of the resulting families, including their moments.
One can’t simply take the normal or the t distributions or as such as substitutes. Also, we considered
equal variance for all components. It is well known that the standard slash density has heavier tails
than those of the normal distribution and has larger kurtosis. Even though there is a tail parameter in
both slash and skew-slash normal and slash and skew-slash t distributions, the degrees of freedom in
the t distribution may lend an additional hand to model heavy (fat) tails and joints with the tail
parameter to better fit data. As for initial values of the newton’s algorithm, one can use the moment
estimates of the parameters or other available consistent estimates. We characterized the skew t, the
skew-slash normal and the skew-slash t distributions using both the hidden truncation or selective
sampling model and the order statistics of the components of a bivariate normal or t variable. We fit
the data set with the half normal, the epsilon half normal and the epsilon half normal slash
distributions using maximum likelihood method.
Figure 1 shows the scater plot (in left plot) and histogram (in rigth) of tone data. For instance,
statistical models on the base of finite mixture distributions can capture various properties of real
data sets such as multimodality, skewness, kurtosis and unobserved heterogeneity. Since the LLF (3)
complicated, the maximum likelihood estimations (MLEs) are derived by maximizing (3) numerically.
Proposition 2.4 Let and, then. Figure 1. The density function of with various parameters. Proof.
Remark 2.5 Proposition 2.4 shows that the epsilon half normal slash distribution can be represented
as a scale mixture of an epsilon half normal distribution and uniform distribution. It has been very
popular in robust statistical analysis and studied by some authors. From the stochastic representation
defined in (3) and the results in (9), the claim follows in a straightforward manner. Case (V) would
produce 5% data likely to be low leverage outliers, and in Case (VI), 5% of the observations are
replicated serving as the high leverage outliers, which will be used to check the robustness of
estimation procedures against the high leverage outliers. When the skew-slash normal was used to fit
the data we were able to obtain the MLE’s. We apply the model to a real dataset and the results
demonstrate that the proposed model is very useful and flexible for non negative data. 7.
Acknowledgements The authors would like to thank the anonymous reviewers and the editor for
their valuable comments and suggestions to improve the quality of the paper. The cumulative
distribution function of the epsilon half normal slash distribution is given as follows. Wang and
Genton ( 2006 ) generalized the univariate slash normal to the multivariate slash normal and
investigated its properties. They proposed a trimmed version of the new method by fitting the new
model to the data after adaptively trimming high leverage points. The MLE estimators are computed
by the optim function which uses L-BFGS-B method. It is well known that its inverse is the
asymptotic variance matrix of the maximum likelihood estimators. The following results are
immediate consequences of (10). Right plot is the histogram of the perceived tone ratio. Simulations
and applications In this section, we use simulations to compare the performance of the skew-slash t
and the skew-slash normal distributions. Using the definition in (3) and the results in Proposition 4.1,
we can generate variates from the epsilon half normal slash distribution with the following algorithm.
We generated 100 random samples of size 200 from the standard univariate slash and skew-slash t
and the standard bivariate slash and skew-slash t. The parameter does not affect the two coefficents.
3. Maximum Likelihood Inference In this section, we consider the maximum likelihood estimation
about the parameters of the model defined in (4). Using another stochastic representation of the k -
variate t distribution from page 7 of Kotz and Nadarajah ( 2004 ), we obtain the second stochastic
representation for the k -variate slash t rv X ? S. The multivariate slash t distribution In this section,
we define the multivarate slash t distribution, derive the density and study its tail behaviors and
relationships with other distributions. Thus additional distributions are needed to study such skewed
and heavy tailed data. Woodward Ave., Tallahassee, 32306, FL, USA Yuanyuan Tang Authors Fei
Tan View author publications You can also search for this author in. We have incorporated them in
the parameters in the above density. Observe that the skew-slash t has the fattest tail and is skewed
to the right most. It generalizes normality and has been much studied in the statistical literature.
There are various features of (finite) mixture distributions that make them useful in statistical
modeling. JO - Journal of Statistical Theory and Applications. The skewness and kurtosis
coefficients of are given by (12) (13) where Remark 2.12 As, the skewness coefficient converges.