The Extended Half-Skew Normal Distribution

Autor:	Karol I. Santoro, Héctor J. Gómez, Diego I. Gallardo, Inmaculada Barranco-Chamorro, Héctor W. Gómez
Jazyk:	angličtina
Rok vydání:	2022
Předmět:	lifetime distributions skew-symmetric distributions maximum likelihood Mathematics QA1-939
Zdroj:	Mathematics, Vol 10, Iss 20, p 3740 (2022)
Druh dokumentu:	article
ISSN:	2227-7390
DOI:	10.3390/math10203740
Popis:	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.
Databáze:	Directory of Open Access Journals
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