Gómez, Héctor W.Héctor W.GómezSalinas, Hugo S.Hugo S.SalinasBolfarine, HelenoHelenoBolfarine2026-10-192026-10-192006-12Gómez, Héctor W.; Salinas, Hugo S.; Bolfarine, Heleno (2006-12). Generalized skew-normal models0233-18881029-4910https://hdl.handle.net/20.500.12740/25324In 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.enkurtosisskewnessskew-normal distributionArticulohttps://doi.org/10.1080/02331880600723168