A new class of skew-normal distributions
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Date
2004
Authors
Journal Title
Journal ISSN
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Publisher
TAYLOR & FRANCIS INC
Abstract
We introduce a new family of asymmetric normal distributions that contains Azzalini's skew-normal (SN) distribution as a special case. We study the main properties of this new family, showing in particular that it may be generated via mixtures on the SN asymmetry parameter when the mixing distribution is normal. This property provides a Bayesian interpretation of the new family.
Description
Keywords
asymmetry, kurtosis, skew-normal, sew-curved normal, skew-generalized normal distributions