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A study of generalized normal distributions
Authors:Wen-Jang Huang
Institution:Department of Applied Mathematics, National University of Kaohsiung, Kaohsiung, Taiwan
Abstract:In this work, first some distributional properties of extended two-piece skew normal distributions are presented. Next we revisit the special case, that is two-piece skew normal distributions. Then two distributions related to two-piece skew normal distributions are studied. More precisely, we give some properties about generalized half normal distributions as well as a generalized Cauchy distribution. Finally, we discuss the distributions of linear combinations of two independent skew normal random variables.
Keywords:Half-normal  skew-Cauchy  skew-normal  two-piece skew normal  uni/bimodal distribution  
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