Generalized Alpha Skew Normal Distribution - Muhammed A Memon, Mohd T. Alodat, Tareq Alodat - Vita e Pensiero - Articolo Statistica & Applicazioni

Generalized Alpha Skew Normal Distribution

newdigital Generalized Alpha Skew Normal Distribution
Article
journal STATISTICA & APPLICAZIONI
issue STATISTICA & APPLICAZIONI - 2020 - 2
title Generalized Alpha Skew Normal Distribution
authors


publisher Vita e Pensiero
format Article | Pdf
online since 07-2021
doi 10.26350/999999_000028
issn 1824-6672 (print) | 2283-6659 (digital)
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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.

keywords

Skew-normal Distribution, Skewness, Characteristics Function, Quadratic Form.

Authors biography

Department Mathematics and Statistics - La Trobe University - Victoria, 3086 - AUSTRALIA (email: t.alodat@latrobe.edu.au). School of Sciences - University of Southern Queensland - AUSTRALIA (e-mail: Shahjahan.Khan@usq.edu.au). Department of Statistics-Sultan Qaboos University - MUSCAT (e-mail: m.alodat@squ.edu.om). School of Medicine - University of Queensland - AUSTRALIA (e-mail: mmemon@yahoo.com).

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