Abstract
We introduce a new family of skew-normal distributions that contains the skew-normal distributions introduced by Azzalini (Scand J Stat 12:171–178, 1985), Arellano-Valle et al. (Commun Stat Theory Methods 33(7):1465–1480, 2004), Gupta and Gupta (Test 13(2):501–524, 2008) and Sharafi and Behboodian (Stat Papers, 49:769–778, 2008). We denote this distribution by GBSN n (λ1, λ2). We present some properties of GBSN n (λ1, λ2) and derive the moment generating function. Finally, we use two numerical examples to illustrate the practical usefulness of this distribution.
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References
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Hasanalipour, P., Sharafi, M. A new generalized Balakrishnan skew-normal distribution. Stat Papers 53, 219–228 (2012). https://doi.org/10.1007/s00362-010-0330-9
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DOI: https://doi.org/10.1007/s00362-010-0330-9