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Communications in Statistics - Theory and Methods Volume 46, 2017 - Issue 5
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Original Articles

The beta skew-generalized normal distribution

Leili Hassani OskoueiDepartment of Statistics, College of Sciences, Shiraz University, Shiraz, Iran;Department of Mathematics, Azarbaijan Shahid Madani University, Azarsharh, Iran
,
Parisa HasanalipourDepartment of Statistics, University of Guilan, Rasht, Iran
,
Hossein Jabbari KhamneiDepartment of Statistics, University of Tabriz, Tabriz, IranCorrespondence[email protected]
&
Kavoos KhorshidianDepartment of Statistics, College of Sciences, Shiraz University, Shiraz, Iran
Pages 2270-2276 | Received 14 Dec 2013, Accepted 14 Apr 2015, Published online: 30 Mar 2016
 
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ABSTRACT

In this article, we develop the skew-generalized normal distribution introduced by Arellano-Valle et al. (Citation2004) to a new family of the Beta skew-generalized normal (BSGN) distribution . Here, we present some theorems and properties of BSGN distribution and obtain its moment-generating function.

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