Generalized Alpha Skew Normal Distribution

Name: Generalized Alpha Skew Normal Distribution
Brand: Vita e Pensiero
Availability: OnlineOnly

digital

Article

Magazine

STATISTICA & APPLICAZIONI

Section

Open Access

Title

Generalized Alpha Skew Normal Distribution

Authors

Muhammed A Memon, Mohd T. Alodat, Tareq Alodat, Shahjahan Khan

Publisher

Vita e Pensiero

Format

Article |

Pdf

Pages

Online from

07-2021

Doi

10.26350/999999_000028

Issn

1824-6672 (print) | 2283-6659 (digital)

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Description Readers' comments

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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