A generalization of the slashed distribution via alpha skew normal distribution

Wenhao Gui ()

Statistical Methods & Applications, 2014, vol. 23, issue 4, 547-563

Abstract: In this paper, we introduce a new class of the slash distribution, an alpha skew normal slash distribution. The proposed model is more flexible in terms of its kurtosis than the slashed normal distribution and can efficiently capture the bimodality. Properties involving moments and moment generating function are studied. The distribution is illustrated with a real application. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Alpha skew normal distribution; Slash distribution; Kurtosis; Skewness; 62E10; 62F10 (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10260-014-0258-7

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