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On the extended two-parameter generalized skew-normal distribution

Ogundimu, Emmanuel O. and Hutton, Jane L. (2015) 'On the extended two-parameter generalized skew-normal distribution.', Statistics & probability letters., 100 . pp. 142-148.

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.

Item Type:Article
Full text:(AM) Accepted Manuscript
Available under License - Creative Commons Attribution Non-commercial No Derivatives 4.0.
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Status:Peer-reviewed
Publisher Web site:https://doi.org/10.1016/j.spl.2015.02.016
Publisher 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/
Date accepted:16 February 2015
Date deposited:15 October 2021
Date of first online publication:24 February 2015
Date first made open access:15 October 2021

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