A generalized two-piece skew normal distribution and some of its properties

被引：9
|
作者：
Kumar, C. Satheesh [1 ]
Anusree, M. R. [1 ]
机构：
[1] Univ Kerala, Dept Stat, Trivandrum 695581, Kerala, India
来源：
STATISTICS | 2013年 / 47卷 / 06期
关键词：
method of maximum likelihood; probability density function; skewness; skew normal distribution; two-piece skew normal distribution;
D O I：
10.1080/02331888.2012.697269
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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.
引用
收藏
页码：1370 / 1380
页数：11
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