A two-parameter generalized skew-normal distribution

被引：23
|
作者：
Jamalizadeh, A. [1 ]
Behboodian, J. [2 ]
Balakrishnan, N. [3 ]
机构：
[1] Shahid Bahonar Univ Kerman, Dept Stat, Fac Math & Comp, Kerman 7616914111, Iran
[2] Shiraz Islamic Azad Univ, Shiraz, Iran
[3] McMaster Univ, Hamilton, ON L8S 4K1, Canada
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 13期
关键词：
D O I：
10.1016/j.spl.2008.01.006
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：
We discuss a two-parameter generalization of the skew-normal distribution, denoted by GSN(lambda(1), lambda(2)). We then establish some simple and useful properties of this distribution and derive the moment generating function. Finally, we use a numerical example to illustrate the practical usefulness of this family of distributions. (C) 2008 Elsevier B.V. All rights reserved.
引用
收藏
页码：1722 / 1726
页数：5
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