A Mixture of Generalized Tukey's g Distributions

Mixtures of symmetric distributions,in particular normal mixtures as a tool in statistical modeling,have been widely studied. in recent years,mixtures of asymmetric distributions have emerged as a top contender for analyzing statistical data. tukey's g family of generalized distributions depend on the parameters,namely,g,which controls the skewness. this paper presents the probability density function (pdf) associated with a mixture of tukey's g family of generalized distributions. the mixture of this class of skewed distributions is a generalization of tukey's g family of distributions. in this paper,we calculate a closed form expression for the density and distribution of the mixture of two tukey's g families of generalized distributions,which allows us to easily compute probabilities,moments,and related measures. this class of distributions contains the mixture of log-symmetric distributions as a special case. � 2016 jos� alfredo jim�nez and viswanathan arunachalam.