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
相关论文
共 50 条
  • [21] On the non-identifiability of unified skew-normal distributions
    Wang, Kesen
    Arellano-Valle, Reinaldo B.
    Azzalini, Adelchi
    Genton, Marc G.
    [J]. STAT, 2023, 12 (01):
  • [22] A general class of scale-shape mixtures of skew-normal distributions: properties and estimation
    Ahad Jamalizadeh
    Tsung-I Lin
    [J]. Computational Statistics, 2017, 32 : 451 - 474
  • [23] INTRODUCTION TO THE THEME ISSUE: THE SKEW-NORMAL AND RELATED DISTRIBUTIONS
    Giannerini, Simone
    Montanari, Angela
    [J]. STATISTICA, 2020, 80 (02): : 127 - 130
  • [24] Finite mixture of semiparametric multivariate skew-normal distributions
    Lee, Hyunjae
    Seo, Byungtae
    [J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023,
  • [25] Multivariate skew-normal distributions with applications in insurance.
    Raluca, V
    [J]. INSURANCE MATHEMATICS & ECONOMICS, 2005, 37 (02): : 376 - 376
  • [26] On Bayesian predictive density estimation for skew-normal distributions
    Kortbi, Othmane
    [J]. METRIKA, 2024,
  • [27] Modelling psychiatric measures using Skew-Normal distributions
    Counsell, N.
    Cortina-Borja, M.
    Lehtonen, A.
    Stein, A.
    [J]. EUROPEAN PSYCHIATRY, 2011, 26 (02) : 112 - 114
  • [28] ON THE CANONICAL FORM OF SCALE MIXTURES OF SKEW-NORMAL DISTRIBUTIONS
    Capitanio, Antonella
    [J]. STATISTICA, 2020, 80 (02): : 145 - 160
  • [29] Moments of truncated scale mixtures of skew-normal distributions
    Lachos, Victor H.
    Garay, Aldo M.
    Cabral, Celso R. B.
    [J]. BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2020, 34 (03) : 478 - 494
  • [30] Skew-symmetric distributions and Fisher information: The double sin of the skew-normal
    Hallin, Marc
    Ley, Christophe
    [J]. BERNOULLI, 2014, 20 (03) : 1432 - 1453
12345