ALPHA-SKEW-NORMAL DISTRIBUTION

David Elal-Olivero

Type: Article

Publication Date: 2010-12-01

Citations: 88

DOI: https://doi.org/10.4067/s0716-09172010000300006

Abstract

The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.

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+	The epsilon–skew–normal distribution for analyzing near-normal data	2000	Govind S. Mudholkar Alan D. Hutson
+	A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution	2005	Monica Chiogna
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