A generalized skew two-piece skew-normal distribution

被引：22
|
作者：
Jamalizadeh, A. [2 ]
Arabpour, A. R. [2 ]
Balakrishnan, N. [1 ]
机构：
[1] McMaster Univ, Hamilton, ON, Canada
[2] Shahid Bahonar Univ Kerman, Kerman, Iran
来源：
STATISTICAL PAPERS | 2011年 / 52卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Skew-normal distribution; Generalized skew-normal distribution; Two-piece skew-normal distribution; Generalized two-piece skew-normal distribution; Generalized skew two-piece skew-normal distribution; Unimodality and bimodality; Orthant probability; REPRESENTATION; STATISTICS;
D O I：
10.1007/s00362-009-0240-x
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 discuss a general class of skew two-piece skew-normal distributions, denoted by GSTPSN(lambda(1), lambda(2), rho). We derive its moment generating function and discuss some simple and interesting properties of this distribution. We then discuss the modes of these distributions and present a useful representation theorem as well. Next, we focus on a different generalization of the two-piece skew-normal distribution which is a symmetric family of distributions and discuss some of its properties. Finally, three well-known examples are used to illustrate the practical usefulness of this family of distributions.
引用
收藏
页码：431 / 446
页数：16
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