A study of generalized normal distributions

Wen-Jang Huang and Nan-Cheng Su

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 11, 5612-5632

Abstract: In this work, first some distributional properties of extended two-piece skew normal distributions are presented. Next we revisit the special case, that is two-piece skew normal distributions. Then two distributions related to two-piece skew normal distributions are studied. More precisely, we give some properties about generalized half normal distributions as well as a generalized Cauchy distribution. Finally, we discuss the distributions of linear combinations of two independent skew normal random variables.

Date: 2017
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DOI: 10.1080/03610926.2015.1107585

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