A generalized two-piece skew normal distribution and some of its properties |
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| Authors: | C. Satheesh Kumar M. R. Anusree |
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| Affiliation: | 1. Department of Statistics , University of Kerala , Trivandrum , 695 581 , India drcskumar02@gmail.com drcsatheeshkumar@gmail.com;3. Department of Statistics , University of Kerala , Trivandrum , 695 581 , India |
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| Abstract: | ![]()
In this paper, we develop a generalized version of the two-piece skew normal distribution of Kim [On a class of two-piece skew-normal distributions, Statistics 39(6) (2005), pp. 537–553] and derive explicit expressions for its distribution function and characteristic function and discuss some of its important properties. Further estimation of the parameters of the generalized distribution is carried out. |
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| Keywords: | method of maximum likelihood probability density function skewness skew normal distribution two-piece skew normal distribution |
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