A new generalization of alpha-skew-normal distribution

ABSTRACT

In this paper, a new generalization of alpha-skew-normal distribution is considered. Some properties of this distribution, which is denoted by GASN(α, λ), including moments, maximum likelihood estimation of parameters, and some other properties are studied. Finally, using a real data set, we show that our new distribution is the best-fitted distribution for the used data among normal, skew normal, alpha-skew-normal, and skew-bimodal-normal distributions.

KEYWORDS:

• Alpha-skew-normal distribution
• bimodality
• moment generating function
• skewness.

MATHEMATICS SUBJECT CLASSIFICATION:

• 62E10, 60E05

Acknowledgments

The authors thank the reviewer for his thoughtful and careful remarks.

Funding

The authors gratefully acknowledge the support of this work by Shiraz University Research Council.