On the extended two-parameter generalized skew-normal distribution

Ogundimu, Emmanuel O.; Hutton, Jane L.

doi:10.1016/j.spl.2015.02.016

On the extended two-parameter generalized skew-normal distribution

Ogundimu, Emmanuel O.; Hutton, Jane L.

Authors

Dr Emmanuel Ogundimu emmanuel.ogundimu@durham.ac.uk
Associate Professor

Jane L. Hutton

Abstract

We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.

Citation

Ogundimu, E. O., & Hutton, J. L. (2015). On the extended two-parameter generalized skew-normal distribution. Statistics and Probability Letters, 100, 142-148. https://doi.org/10.1016/j.spl.2015.02.016

Journal Article Type	Article
Acceptance Date	Feb 16, 2015
Online Publication Date	Feb 24, 2015
Publication Date	2015-05
Deposit Date	Oct 11, 2020
Publicly Available Date	Oct 15, 2021
Journal	Statistics and Probability Letters
Print ISSN	0167-7152
Publisher	Elsevier
Peer Reviewed	Peer Reviewed
Volume	100
Pages	142-148
DOI	https://doi.org/10.1016/j.spl.2015.02.016

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http://creativecommons.org/licenses/by-nc-nd/4.0/

Copyright Statement
© 2021 This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/