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...
| Authors: | , , , , |
|---|---|
| Format: | article |
| Status: | Published version |
| Publication Date: | 2022 |
| Country: | España |
| Institution: | Universidad de Sevilla (US) |
| Repository: | idUS. Depósito de Investigación de la Universidad de Sevilla |
| OAI Identifier: | oai:idus.us.es:11441/144358 |
| Online Access: | https://hdl.handle.net/11441/144358 https://doi.org/10.3390/math10203740 |
| Access Level: | Open access |
| Keyword: | Lifetime distributions Skew-symmetric distributions Maximum likelihood |
| Summary: | 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. |
|---|