An extension of the skew-generalized normal distribution and its derivation
In this paper, we introduce a new class of skew-symmetric distributions which are formulated based on cumulative distributions of skew-symmetric densities. This new class is an extension of other skew-symmetric distributions that have already been studied. We give special attention to a family from...
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| Autores principales: | , , |
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| Lenguaje: | English |
| Publicado: |
Universidad Católica del Norte, Departamento de Matemáticas
2011
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| Materias: | |
| Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172011000300008 |
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| Sumario: | In this paper, we introduce a new class of skew-symmetric distributions which are formulated based on cumulative distributions of skew-symmetric densities. This new class is an extension of other skew-symmetric distributions that have already been studied. We give special attention to a family from this class that could be seen as an extension ofthe skew-generalized-normal model introduced by Arellano-Valle et al.(2004). We study the main properties, stochastic representation, moments and an extension of this new model. |
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