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On the extended two-parameter generalized skew-normal distribution
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Ogundimu, Emmanuel O. and Hutton, Jane (2015) On the extended two-parameter generalized skew-normal distribution. Statistics & Probability Letters, 100 . pp. 142-148. doi:10.1016/j.spl.2015.02.016 ISSN 0167-7152.
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Official URL: http://dx.doi.org/10.1016/j.spl.2015.02.016
Abstract
We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.
Item Type: | Journal Article | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Statistics & Probability Letters | ||||
Publisher: | Elsevier Science BV | ||||
ISSN: | 0167-7152 | ||||
Official Date: | May 2015 | ||||
Dates: |
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Volume: | 100 | ||||
Page Range: | pp. 142-148 | ||||
DOI: | 10.1016/j.spl.2015.02.016 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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