Creating new distributions by blunting cusps

Baker, RD

Abstract

A simple method is proposed for `blunting' cusped distributions, ie removing the cusp. No additional parameters are required.
The method is applied to the asymmetric Laplace distribution, to the van Dorp and Kotz double-sided power distribution,
and to the double-sided asymmetric Pareto distribution, and some properties of the blunted distributions are derived.
An example of fitting the blunted asymmetric Pareto distribution to data is given.

Citation

Baker, R. (2017). Creating new distributions by blunting cusps. Statistics and Probability Letters, 124, 55-63. https://doi.org/10.1016/j.spl.2017.01.003

• Journal Article Type: Article
• Acceptance Date: Jan 11, 2017
• Online Publication Date: Jan 16, 2017
• Publication Date: May 1, 2017
• Deposit Date: Jan 17, 2017
• Publicly Available Date: Jan 16, 2018
• Journal: Statistics & Probability Letters
• Print ISSN: 0167-7152
• Publisher: Elsevier
• Volume: 124
• Pages: 55-63
• DOI: https://doi.org/10.1016/j.spl.2017.01.003
• Publisher URL: http://dx.doi.org/10.1016/j.spl.2017.01.003
• Related Public URLs: https://www.journals.elsevier.com/statistics-and-probability-letters/