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The modality of skew t-distribution

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Abstract

The aims of this paper are to study the modality of skew t-distribution and the mixture of skew t-distributions graphically and analytically. We introduced a new formula to find the modes for univariate skew t-distribution and the mixture of univariate skew t-distribution. We also explored the effect of the skewness parameters and the degrees of freedom on the number and locations of modes for univariate skew t-distribution and in the mixture of skew t-distribution. Exploring the modes for the mixture of skew t-distribution helps the research to discover when and which components of the mixture can be merged in one homogeneous group to get the best results when exploring the data set.

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Acknowledgements

The author extend his appreciation to the Deanship of Scientific Research at Jouf University for funding this work through research Grant No. (DSR-2021-03-0227).

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Correspondence to Bader Alruwaili.

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Alruwaili, B. The modality of skew t-distribution. Stat Papers 64, 497–507 (2023). https://doi.org/10.1007/s00362-022-01328-6

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  • DOI: https://doi.org/10.1007/s00362-022-01328-6

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