ALPHA-SKEW-NORMAL DISTRIBUTION

The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.

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Bibliographic Details
Main Author: Elal-Olivero,David
Format: Digital revista
Language:English
Published: Universidad Católica del Norte, Departamento de Matemáticas 2010
Online Access:http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172010000300006
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