Abstract
We generalize υ-spherical densities (Fernandez et al., 1995) by introducing a parameter “”. Some properties are discussed. Among others, illustrations include generalizations of p-variate nomal, t, and Laplace classes of densities. The problems of estimation and testing of a real parameter “a” are considered and, based on simulation, performances of estimators are evaluated. We show that the epsilon-skew-normal density (Mudholkar and Hutson, 2000) is a member of generalized υ-spherical densities. For certain data sets, υ a -spherical model give a better fit than υ-spherical model. We show that it gives better fit for five bivariate data sets, extracted from Fisher's Iris Data.
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