A generalized skew two-piece skew-normal distribution |
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| Authors: | A?Jamalizadeh A?R?Arabpour Email author" target="_blank">N?BalakrishnanEmail author |
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| Institution: | (1) Department of Applied-Mathematics, National Chung Hsing University, Taichung, Taiwan;(2) Graduate Institute of Finance, National Chiao Tung University, Hsinchu, Taiwan;(3) Institute of Statistics, National Chiao Tung University, Hsinchu, Taiwan |
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| Abstract: | In this paper, we discuss a general class of skew two-piece skew-normal distributions, denoted by GSTPSN(λ1, λ2, ρ). We derive its moment generating function and discuss some simple and interesting properties of this distribution. We then
discuss the modes of these distributions and present a useful representation theorem as well. Next, we focus on a different
generalization of the two-piece skew-normal distribution which is a symmetric family of distributions and discuss some of
its properties. Finally, three well-known examples are used to illustrate the practical usefulness of this family of distributions. |
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