Timeline for What is a 'log-skew normal distribution'?
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 27, 2021 at 15:02 | answer | added | kjetil b halvorsen♦ | timeline score: 2 | |
| Apr 27, 2021 at 14:47 | comment | added | kjetil b halvorsen♦ | stats.stackexchange.com/questions/486053/… | |
| Apr 27, 2021 at 0:59 | comment | added | Chris Haug | If you could link the paper, it could be helpful. A priori you could use a variable whose log is skew-normal to model prices but not returns, so either your description is incorrect or that's not what they mean by "log-skew normal". | |
| Apr 26, 2021 at 20:06 | comment | added | whuber♦ | Most such terminology is borrowed from that of the lognormal distribution. It's the opposite of what you might think: $Z$ has a lognormal distribution exactly when $\log(Z)$ has a normal distribution. That is, $Z$ is the exponential ("antilog") of a normal variate. Similarly, one would expect a variable with a "log skew-normal distribution" to be the exponential of a skew-normal variable. But not all authors get that right: the context matters. However, since many skew-normal variates can take on negative values, it's unlikely anyone would take the logarithm of one. | |
| Apr 26, 2021 at 20:02 | comment | added | Alexis | +1 Welcome to CV, John Doe! Your question inspired me to ask Is there a generalized concept of noncentrality of a distribution?. I think your question might be improved if you edit (link at lower left) to add a citation to the paper you mention in your first sentence. | |
| Apr 26, 2021 at 18:57 | history | asked | John Doe | CC BY-SA 4.0 |