An Extension of the Truncated-Exponential Skew- Normal Distribution

Pilar A. Rivera, Diego I. Gallardo, Osvaldo Venegas, Marcelo Bourguignon and Héctor W. Gómez
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Pilar A. Rivera: Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile
Diego I. Gallardo: Departamento de Matemática, Facultad de Ingeniería, Universidad de Atacama, Copiapó 1530000, Chile
Osvaldo Venegas: Departamento de Ciencias Matemáticas y Físicas, Facultad de Ingeniería, Universidad Católica de Temuco, Temuco 4780000, Chile
Marcelo Bourguignon: Departamento de Estatística, Universidade Federal do Rio Grande do Norte, Natal 59078-970, Brazil
Héctor W. Gómez: Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile

Mathematics, 2021, vol. 9, issue 16, 1-11

Abstract: In the paper, we present an extension of the truncated-exponential skew-normal (TESN) distribution. This distribution is defined as the quotient of two independent random variables whose distributions are the TESN distribution and the beta distribution with shape parameters q and 1, respectively. The resulting distribution has a more flexible coefficient of kurtosis. We studied the general probability density function (pdf) of this distribution, its survival and hazard functions, some of its properties, moments and inference by the maximum likelihood method. We carried out a simulation and applied the methodology to a real dataset.

Keywords: skew-normal distribution; slash distribution; kurtosis (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
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