| Summary: | 碩士 === 國立臺北大學 === 統計學系 === 101 === A new class of heavy-tailed distribution, which contains Azzalini and Capitanio's skew-t distribution [Azzalini, A. and Capitanio, A., 2003, Distributions
generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution. J. Roy. Soc. Ser. B 65, 367-389.]
as a special case, is introduced and investigated. The probability density function,
distribution function and moments of this new distribution are derived as which allows us to easily compute probabilities,
skewness, kurtosis and related measurements. Finally we illustrate the flexibility of this new distribution with simulated data and real data.
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