In this paper, we consider a constructive representation of skewed distributions, which proposed by Ferreira and Steel (J Am Stat Assoc 101:823–829, 2006), and its basic properties is presented. We study the five versions of skew- normal distributions in this general setting. An appropriate empirical model for a skewed distribution is introduced. In data analysis, we compare this empirical model with the other four versions of skew-normal distributions, via some reasonable criteria. It is shown that the proposed empirical model has a better fit for density estimation.
机构:
Northeast Normal Univ, Key Lab Appl Stat MOE, Changchun 130024, Peoples R China
Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Peoples R China
Baicheng Normal Univ, Sch Math & Stat, Baicheng 137000, Peoples R ChinaNortheast Normal Univ, Key Lab Appl Stat MOE, Changchun 130024, Peoples R China