A new generalization of alpha-skew-normal distribution

Maryam Sharafi, Zahra Sajjadnia and Javad Behboodian

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 12, 6098-6111

Abstract: In this paper, a new generalization of alpha-skew-normal distribution is considered. Some properties of this distribution, which is denoted by GASN(α, λ), including moments, maximum likelihood estimation of parameters, and some other properties are studied. Finally, using a real data set, we show that our new distribution is the best-fitted distribution for the used data among normal, skew normal, alpha-skew-normal, and skew-bimodal-normal distributions.

Date: 2017
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DOI: 10.1080/03610926.2015.1117639

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