Generalized skew-normal models
Journal
STATISTICS
Date Issued
2006-12
Author(s)
Gómez, Héctor W.
Salinas, Hugo S.
Bolfarine, Heleno
Abstract
In this article, we introduce anew family of asymmetric distributions, which depends on two parameters namely, alpha and beta, and in the special case where beta=0, the skew-normal (SN) distribution considered by Azzallini [Azzalini, A., 1985, A class of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12,171-178.] is obtained. Basic properties such as a stochastic representation and the derivation of maximum likelihood and moment estimators are studied. The asymptotic behaviour of both types of estimators is also investigated. Results of a small-scale simulation study is provided illustrating the usefulness of the new model. An application to a real data set is reported showing that it can present better fit than the SN distribution.


