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A generalized skew two-piece skew-normal...
Journal article

A generalized skew two-piece skew-normal distribution

Abstract

In this paper, we discuss a general class of skew two-piece skew-normal distributions, denoted by GSTPSN(λ1, λ2, ρ). We derive its moment generating function and discuss some simple and interesting properties of this distribution. We then discuss the modes of these distributions and present a useful representation theorem as well. Next, we focus on a different generalization of the two-piece skew-normal distribution which is a symmetric family of distributions and discuss some of its properties. Finally, three well-known examples are used to illustrate the practical usefulness of this family of distributions.

Authors

Jamalizadeh A; Arabpour AR; Balakrishnan N

Journal

Statistical Papers, Vol. 52, No. 2, pp. 431–446

Publisher

Springer Nature

Publication Date

May 1, 2011

DOI

10.1007/s00362-009-0240-x

ISSN

0932-5026

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