ALPHA-SKEW-NORMAL DISTRIBUTION

The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the F...

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Detalles Bibliográficos
Autor principal: Elal-Olivero,David
Lenguaje:English
Publicado: Universidad Católica del Norte, Departamento de Matemáticas 2010
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Acceso en línea:http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172010000300006
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Descripción
Sumario:The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.