On a generalized mixture of standard normal and skew normal distributions

被引：12

作者：

Kumar, C. Satheesh ^{[1
]}

Anusree, M. R. ^{[1
]}

机构：

[1] Univ Kerala, Dept Stat, Trivandrum 695581, Kerala, India

来源：

STATISTICS & PROBABILITY LETTERS | 2011年 / 81卷 / 12期

关键词：

Characteristic function; Method of maximum likelihood; Skew normal distribution; Plurimodality;

D O I：

10.1016/j.spl.2011.07.009

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：

Here we propose a new class of distributions as a generalized mixture of standard normal and skew normal distributions (GMNSND) and study some of its properties by deriving its characteristic function, mean, variance, coefficient of skewness etc. Further, certain reliability aspects of GMNSND are studied and a location scale extension of GMNSND is considered. The estimation of the parameters of this extended GMNSND by the method of maximum likelihood is discussed. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：1813 / 1821

页数：9

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