The Extended Half-Skew Normal Distribution

Karol I. Santoro, Héctor J. Gómez (), Diego I. Gallardo, Inmaculada Barranco-Chamorro () and Héctor W. Gómez
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Karol I. Santoro: Department of Mathematics, Faculty of Sciences, North Catholic University, Antofagasta 1240000, Chile
Héctor J. Gómez: Department of Physics and Mathematics Sciences, Faculty of Engineering, Catholic University of Temuco, Temuco 4780000, Chile
Diego I. Gallardo: Department of Mathematics, Faculty of Engineering, University of Atacama, Copiapó 1530000, Chile
Inmaculada Barranco-Chamorro: Department of Statistics and Operations Research, Faculty of Mathematics, University of Seville, 41012 Seville, Spain
Héctor W. Gómez: Department of Mathematics, Faculty of Basic Sciences, University of Antofagasta, Antofagasta 1240000, Chile

Mathematics, 2022, vol. 10, issue 20, 1-19

Abstract: A new class of densities for modelling non-negative data, which is based on the skew-symmetric family of distributions proposed by Azzalini is introduced.We focus on the model generated by the skew-normal distribution, called Extended Half Skew-Normal distribution. Its relevant properties are studied. These are pdf, cdf, moments, mgf, and stochastic representation. The parameters are estimated by moment and maximum likelihood methods. A simulation study to assess the performance of the maximum likelihood estimators in finite samples was carried out. Two real applications are included, in which the EHSN provides a better fit than other proposals in the literature.

Keywords: lifetime distributions; skew-symmetric distributions; maximum likelihood (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2022
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