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A generalized two-piece skew normal distribution and some of its properties
Authors:C Satheesh Kumar  M R Anusree
Institution: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
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.
Keywords:method of maximum likelihood  probability density function  skewness  skew normal distribution  two-piece skew normal distribution
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