A new generalized Balakrishnan type skewed-normal distribution: properties and associated inference

作者：Sadeghkhani Abdolnasser^*; Ghosh Indranil

来源：Communications in Statistics - Theory and Methods, 2018, 47(18): 4483-4492.

DOI：10.1080/03610926.2017.1376090

• Balakrishnan skew-normal distribution
• maximum likelihood
• skewing parameter

It is also shown that our proposed skew-normal model subsumes many other well-known skew-normal model that exists in the literature. Recent work on a new two-parameter generalized skew-normal model has received a lot of attention. This paper presents a new generalized Balakrishnan type skew-normal distribution by introducing two shape parameters. We also provide some useful results for this new generalization. It is also shown that our proposed skew-normal model subsumes the original Balakrishnan skew-normal model (2002) as well as other well-known skew-normal models as special cases. The resulting flexible model can be expected to fit a wider variety of data structures than either of the models involving a single skewing mechanism. For illustrative purposes, a famed data set on IQ scores has been used to exhibit the efficacy of the proposed model.

• 出版日期2018