On the extended two-parameter generalized skew-normal distribution

Emmanuel O. Ogundimu and Jane L. Hutton

Statistics & Probability Letters, 2015, vol. 100, issue C, 142-148

Abstract: We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.

Keywords: Hidden truncation; Sample selection; Extended skew-normal distribution (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.02.016

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