Recent work on parallel joins and data skew has concentrated on algorithm design without considering the causes and chara.cteristics of data. skew itself. Existming ana.lyt,ic models of skew do not cont.ain enough informat,ion to fully describe data skew in parallel implementations. Because the assumptions made about the nature of skew vary between authors, it is almost impossible to make valid...

The empirical distribution of daily returns from financial market variables such as exchange rates, equity prices, and interest rates, is often skewed, having one heavy, and one semiheavy, or more Gaussian-like tail. The NIG distribution, that has two semi-heavy tails, models skewness rather well, but only in cases where the tails are not too heavy. On the other hand, the skew Student’s t-distr...

In many real applications related with Geostatistics, medical imaging and material science, the real observations have asymmetric, and heavy-tailed multivariate distributions. These observations are spatially correlated and they could be modelled by the skew random fields. However, certain statistical analysis problems require giving analytical expectations of some integral geometric characteri...

The DNA strands in most prokaryotic genomes experience strand-biased spontaneous mutation, especially C-->T mutations produced by deamination that occur preferentially in the leading strand. This has often been invoked to account for the asymmetry in nucleotide composition, typically measured by GC skew, between the leading and the lagging strand. Casting such strand asymmetry in the framework ...

We introduce a class of shape mixtures of skewed distributions and study some of its main properties. We discuss a Bayesian interpretation and some invariance results of the proposed class. We develop a Bayesian analysis of the skew-normal, skew-generalized-normal, skew-normal-t and skew-t-normal linear regression models under some special prior specifications for the model parameters. In parti...

We follow the general recipe for constructing commutative families of W-operators, which provides Hurwitz-like expansions in symmetric functions (Macdonald polynomials), order to obtain a difference operator example that gives rise (q,t)-deformation earlier studied models. As before, key role is played by an appropriate deformation cut-and-join rotation operator. outline its expression both ter...

In this paper, we introducte a family of univariate Birnbaum-Saunders distributions arising from the skew-normal-t  distribution. We obtain several properties of this distribution such as its moments, the maximum likelihood estimation procedure via an EM-algorithm and a method to evaluate standard errors using the EM-algorithm. Finally, we apply these methods to a real data set to demonstr...