On Modified Generalized Skew Normal Distribution and Some of Its Properties
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.
KeywordsMaximum likelihood estimation Plurimodality Probability density function Reliability measures
AMS Subject Classification60E05 60E10
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