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: Venegas,Osvaldo, Sanhueza,Antonio I, Gómez,Héctor W
Lenguaje:English
Publicado: Universidad Católica del Norte, Departamento de Matemáticas 2011
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Acceso en línea:http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172011000300008
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spelling 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
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