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  4. Skewed type III generalized logistic distribution
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Skewed type III generalized logistic distribution

Journal
Communications in Statistics - Theory and Methods
Date Issued
December 2, 2018
Author(s)
Theodossiou, Panayiotis  
DOI
10.1080/03610926.2018.1522348
Abstract
This paper develops a skewed extension of the type III generalized logistic distribution and presents the analytical equations for the computation of its moments, cumulative probabilities and quantile values. It is demonstrated through an example that the distribution provides an excellent fit to data characterized by skewness and excess kurtosis.
Subjects

Kurtosis

Pearson’s mode skewne...

Quantile values

S&P500 log-return

Skewed generalized lo...

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