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The Balakrishnan skew–normal density |
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| Authors: | M Sharafi J Behboodian |
| Institution: | (1) Department of Statistics, Shiraz University, Shiraz, 71454, Iran;(2) Department of Mathematics, Shiraz Islamic Azad University, Shiraz, Iran |
| Abstract: | We consider a generalization of the Azzalini skew–normal distribution. We denote this distribution by SNB n (λ). Some properties of SNB n (λ) are studied. Its moment generating function is derived, and the bivariate case of SNB n (λ) is introduced. Finally, we illustrate a numerical example and we present an application for order statistics. |
| Keywords: | Skew-generalized normal distribution Orthant probability Strongly unimodal Limiting distribution Moment generating function |
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