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The beta skew-generalized normal distribution
Authors:Leili Hassani Oskouei  Parisa Hasanalipour  Kavoos Khorshidian
Affiliation:1. Department of Statistics, College of Sciences, Shiraz University, Shiraz, Iran;2. Department of Mathematics, Azarbaijan Shahid Madani University, Azarsharh, Iran;3. Department of Statistics, University of Guilan, Rasht, Iran
Abstract:In this article, we develop the skew-generalized normal distribution introduced by Arellano-Valle et al. (2004 Arellano-Valle, R.B., Gomez, H.W., Quintana, F.A. (2004). A new class of skew-normal distribution. Commun. Stat. - Theory Methods. 33(7):14651480.[Taylor &; Francis Online], [Web of Science ®] [Google Scholar]) to a new family of the Beta skew-generalized normal (BSGN) distribution . Here, we present some theorems and properties of BSGN distribution and obtain its moment-generating function.
Keywords:Beta skew normality  Skew-generalized normal distribution  Skew-normal distribution.
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