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The uniform power distribution

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  • Stephen Walker

Abstract

This paper introduces a generalization of the normal distribution: the uniform power distribution. It is a symmetric and unimodal family of distributions, defined on the real line, and is closely related to the exponential power family. The exponential power family was introduced to allow the modelling of kurtosis. The uniform power family matches the exponential power family with respect to the range of kurtosis. However, whereas the exponential is somewhat difficult to work with, the contrary is true for the uniform power family.

Suggested Citation

  • Stephen Walker, 1999. "The uniform power distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 509-517.
    • Handle: RePEc:taf:japsta:v:26:y:1999:i:4:p:509-517
    DOI: 10.1080/02664769922386
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    References listed on IDEAS

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    1. S. T. Boris Choy & Adrian F. M. Smith, 1997. "On Robust Analysis of a Normal Location Parameter," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 59(2), pages 463-474.
    2. P. Damlen & J. Wakefield & S. Walker, 1999. "Gibbs sampling for Bayesian non‐conjugate and hierarchical models by using auxiliary variables," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(2), pages 331-344, April.
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    Cited by:

    1. Papastathopoulos, Ioannis & Tawn, Jonathan A., 2013. "A generalised Student’s t-distribution," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 70-77.

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