On Modified Generalized Skew Normal Distribution and Some of Its Properties

Abstract

The skew normal distribution of Azzalini (1985) has been found suitable for unimodal density but with some skewness present. Through this article we consider a new family of distributions that is flexible enough to support both unimodal and plurimodal shape. Several important properties of this family of distributions are studied. Further, a location-scale extension is considered and the distribution has been fitted to a well-known data set.

AMS Subject Classification:

• 60E05
• 60E10

Keywords:

• Maximum likelihood estimation
• Plurimodality
• Probability density function
• Reliability measures

Additional information

Funding

The second author is particularly thankful to the Department of Science and Technology, Government of India, for financial support (IF 110142).