Journal article
A two-parameter generalized skew-normal distribution
Abstract
We discuss a two-parameter generalization of the skew-normal distribution, denoted by GSN(λ1,λ2). We then establish some simple and useful properties of this distribution and derive the moment generating function. Finally, we use a numerical example to illustrate the practical usefulness of this family of distributions.
Authors
Jamalizadeh A; Behboodian J; Balakrishnan N
Journal
Statistics & Probability Letters, Vol. 78, No. 13, pp. 1722–1726
Publisher
Elsevier
Publication Date
September 2008
DOI
10.1016/j.spl.2008.01.006
ISSN
0167-7152