The power series skew normal class of distributions

ABSTRACT

A class of power series skew normal distributions is introduced by generalizing the geometric skew normal distribution of Kundu. Various mathematical properties are derived and estimation addressed by the method of maximum likelihood. The data application of Kundu [Sankhyā B, 76, 2014, 167–189] is revisited and the proposed class is shown to provide a better fit.

KEYWORDS AND PHRASES:

• Maximum likelihood estimation
• power series distribution
• skew normal distribution.

MATHEMATICS SUBJECT CLASSIFICATION:

• 62E15
• 62E10

Acknowledgments

The authors would like to thank the Associate Editor and the two referees for careful reading and comments which greatly improved the paper.