A new class of skew-normal distributions

被引：103
|
作者：
Arellano-Valle, RB
Gómez, HW
Quintana, FA
机构：
[1] Pontificia Univ Catolica Chile, Fac Matemat, Dept Estadist, Santiago, Chile
[2] Univ Atacama, Fac Ingn, Dept Matemat, Copiapo, Chile
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2004年 / 33卷 / 07期
关键词：
asymmetry; kurtosis; skew-normal; sew-curved normal; skew-generalized normal distributions;
D O I：
10.1081/sta-120037254
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 introduce a new family of asymmetric normal distributions that contains Azzalini's skew-normal (SN) distribution as a special case. We study the main properties of this new family, showing in particular that it may be generated via mixtures on the SN asymmetry parameter when the mixing distribution is normal. This property provides a Bayesian interpretation of the new family.
引用
收藏
页码：1465 / 1480
页数：16
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