A Study of Literature on Robust Skew Student T Distribution for Parameter Estimation
International Journal of Wireless Communications and Mobile Computing
Volume 5, Issue 3, May 2017, Pages: 15-17
Received: Jul. 21, 2017; Accepted: Aug. 3, 2017; Published: Sep. 4, 2017
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Authors
Samson Agboola, Department of Statistics, Ahmadu Bello University, Zaria, Nigeria
Hussain Garba Dikko, Department of Statistics, Ahmadu Bello University, Zaria, Nigeria
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Abstract
This study aim of this research is to propose three new distributions for the distribution of stock returns and using those distributions proposed and estimates the parameters of stock returns. This proposed distribution will be dealt with in the area of some statistical properties. Real life data such as cancer and Stock returns will be analyzed against the common distributions to assess differences and similarities in the behavior of the distributions. They will be an exploration of the proposed distributions with a survival and hazard functions distributions on breath cancer and stock market returns and some comparison will be done using the model selection criteria. A simulation study would be used to compare both the stock returns and cumulative function of the simulated data.
Keywords
Skew-t, Distribution, Scaled t, Normal and Non-normal, Breath Cancer
To cite this article
Samson Agboola, Hussain Garba Dikko, A Study of Literature on Robust Skew Student T Distribution for Parameter Estimation, International Journal of Wireless Communications and Mobile Computing. Vol. 5, No. 3, 2017, pp. 15-17. doi: 10.11648/j.wcmc.20170503.11
Copyright
Copyright © 2017 Authors retain the copyright of this article.
This article is an open access article distributed under the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/) which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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