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 …
Authors
Jamalizadeh A; Arabpour AR; Balakrishnan N
Journal
Statistical Papers, Vol. 52, No. 2, pp. 431–446
Publisher
Springer Nature
Publication Date
5 2011
DOI
10.1007/s00362-009-0240-x
ISSN
0932-5026