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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Universidad Católica del Norte, Departamento de Matemáticas
2011
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oai:scielo:S0716-091720110003000082012-06-18An extension of the skew-generalized normal distribution and its derivationVenegas,OsvaldoSanhueza,Antonio IGómez,Héctor W Asymmetry Skew-Generalized Normal Distribution Skew-Normal Distribution 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.info:eu-repo/semantics/openAccessUniversidad Católica del Norte, Departamento de MatemáticasProyecciones (Antofagasta) v.30 n.3 20112011-12-01text/htmlhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172011000300008en10.4067/S0716-09172011000300008 |
institution |
Scielo Chile |
collection |
Scielo Chile |
language |
English |
topic |
Asymmetry Skew-Generalized Normal Distribution Skew-Normal Distribution |
spellingShingle |
Asymmetry Skew-Generalized Normal Distribution Skew-Normal Distribution Venegas,Osvaldo Sanhueza,Antonio I Gómez,Héctor W An extension of the skew-generalized normal distribution and its derivation |
description |
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. |
author |
Venegas,Osvaldo Sanhueza,Antonio I Gómez,Héctor W |
author_facet |
Venegas,Osvaldo Sanhueza,Antonio I Gómez,Héctor W |
author_sort |
Venegas,Osvaldo |
title |
An extension of the skew-generalized normal distribution and its derivation |
title_short |
An extension of the skew-generalized normal distribution and its derivation |
title_full |
An extension of the skew-generalized normal distribution and its derivation |
title_fullStr |
An extension of the skew-generalized normal distribution and its derivation |
title_full_unstemmed |
An extension of the skew-generalized normal distribution and its derivation |
title_sort |
extension of the skew-generalized normal distribution and its derivation |
publisher |
Universidad Católica del Norte, Departamento de Matemáticas |
publishDate |
2011 |
url |
http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172011000300008 |
work_keys_str_mv |
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