1. The Extended Half-Skew Normal Distribution.
- Author
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Santoro, Karol I., Gómez, Héctor J., Gallardo, Diego I., Barranco-Chamorro, Inmaculada, and Gómez, Héctor W.
- Subjects
- *
GAUSSIAN distribution , *MAXIMUM likelihood statistics , *SKEWNESS (Probability theory) - Abstract
A new class of densities for modelling non-negative data, which is based on the skew-symmetric family of distributions proposed by Azzalini is introduced.We focus on the model generated by the skew-normal distribution, called Extended Half Skew-Normal distribution. Its relevant properties are studied. These are pdf, cdf, moments, mgf, and stochastic representation. The parameters are estimated by moment and maximum likelihood methods. A simulation study to assess the performance of the maximum likelihood estimators in finite samples was carried out. Two real applications are included, in which the EHSN provides a better fit than other proposals in the literature. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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