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On Modified Generalized Skew Normal Distribution and Some of Its Properties

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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.

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Correspondence to C. Satheesh Kumar.

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Kumar, C.S., Anusree, M.R. On Modified Generalized Skew Normal Distribution and Some of Its Properties. J Stat Theory Pract 9, 489–505 (2015). https://doi.org/10.1080/15598608.2014.935617

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  • DOI: https://doi.org/10.1080/15598608.2014.935617

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