On the extended two-parameter generalized skew-normal distribution

Ogundimu, Emmanuel O.; Hutton, Jane L.

Abstract

We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.

Citation

Ogundimu, E. O., & Hutton, J. L. (2015). On the extended two-parameter generalized skew-normal distribution. Statistics and Probability Letters, 100, 142-148. https://doi.org/10.1016/j.spl.2015.02.016

• Journal Article Type: Article
• Acceptance Date: Feb 16, 2015
• Online Publication Date: Feb 24, 2015
• Publication Date: 2015-05
• Deposit Date: Oct 11, 2020
• Publicly Available Date: Oct 15, 2021
• Journal: Statistics and Probability Letters
• Print ISSN: 0167-7152
• Electronic ISSN: 1879-2103
• Publisher: Elsevier
• Peer Reviewed: Peer Reviewed
• Volume: 100
• Pages: 142-148
• DOI: https://doi.org/10.1016/j.spl.2015.02.016
• Public URL: https://durham-repository.worktribe.com/output/1254324