The Univarite and Multivariate Generalized Slash Student Distribution

Abstract

In this paper, a new family of univariate and multivariate generalized slash student distribution is presented as the scale mixture of the student and the beta distributions. We called it generalized slash student distribution. It is shown that the new family of distributions can have heavier tails than the slash student distribution and slash normal distribution. Furthermore, moments and the invariant property under linear transformations are addressed. A simulation study is performed to investigate asymptotically the bias properties of the estimators.