The Extended Half-Skew Normal Distribution
A new class of densities for modelling non-negative data, which is based on the skewsymmetric family of distributions proposed by Azzalini is introduced.We focus on the model generated by the skew-normal distribution, called Extended Half Skew-Normal distribution. Its relevant properties are studied...
| Autores: | , , , , |
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| Tipo de recurso: | artículo |
| Estado: | Versión publicada |
| Fecha de publicación: | 2022 |
| País: | España |
| Institución: | Universidad de Sevilla (US) |
| Repositorio: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/144358 |
| Acceso en línea: | https://hdl.handle.net/11441/144358 https://doi.org/10.3390/math10203740 |
| Access Level: | acceso abierto |
| Palabra clave: | Lifetime distributions Skew-symmetric distributions Maximum likelihood |
| Sumario: | A new class of densities for modelling non-negative data, which is based on the skewsymmetric family of distributions proposed by Azzalini is introduced.We focus on the model generated by the skew-normal distribution, called Extended Half Skew-Normal distribution. Its relevant properties are studied. These are pdf, cdf, moments, mgf, and stochastic representation. The parameters are estimated by moment and maximum likelihood methods. A simulation study to assess the performance of the maximum likelihood estimators in finite samples was carried out. Two real applications are included, in which the EHSN provides a better fit than other proposals in the literature. |
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