A flexible generalization of the skew normal distribution based on a weighted normal distribution
| Autor: | Rahim Chinipardaz, Mahdi Rasekhi, Sayed Mohammad Reza Alavi |
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| Rok vydání: | 2015 |
| Předmět: |
Statistics and Probability
Mathematical optimization 021103 operations research Half-normal distribution Skew normal distribution 0211 other engineering and technologies Pearson distribution 02 engineering and technology Nonparametric skew 01 natural sciences Variance-gamma distribution 010104 statistics & probability symbols.namesake symbols Kurtosis Applied mathematics Matrix normal distribution 0101 mathematics Statistics Probability and Uncertainty Generalized normal distribution Mathematics |
| Zdroj: | Statistical Methods & Applications. 25:375-394 |
| ISSN: | 1613-981X 1618-2510 |
| DOI: | 10.1007/s10260-015-0337-4 |
| Popis: | The skew normal distribution of Azzalini (Scand J Stat 12:171–178, 1985) has been found suitable for unimodal density but with some skewness present. Through this article, we introduce a flexible extension of the Azzalini (Scand J Stat 12:171–178, 1985) skew normal distribution based on a symmetric component normal distribution (Gui et al. in J Stat Theory Appl 12(1):55–66, 2013). The proposed model can efficiently capture the bimodality, skewness and kurtosis criteria and heavy-tail property. The paper presents various basic properties of this family of distributions and provides two stochastic representations which are useful for obtaining theoretical properties and to simulate from the distribution. Further, maximum likelihood estimation of the parameters is studied numerically by simulation and the distribution is investigated by carrying out comparative fitting of three real datasets. |
| Databáze: | OpenAIRE |
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