Libri di Tareq Alodat - libri Statistica & Applicazioni

Tareq Alodat

Author's titles

Generalized Alpha Skew Normal Distribution digital Generalized Alpha Skew Normal Distribution
Year: 2020
This paper extends the work of Elal-Olivero (2010) on the alpha-skew normal distribution. The extension is a multivariate version of Elal-Olivero’s univariate case. Then we study the statistical properties of the new extension such as marginal and conditional distribution, closure under convolution with normal random variate. Furthermore, we illustrate the performance of the distribution using simulated data obtained from the generalized distribution via the Metropolis-Hasting algorithm...

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