Alpha-skew-normal distribution

Authors

  • David Elal-Olivero Universidad de Atacama.

DOI:

https://doi.org/10.4067/S0716-09172010000300006

Keywords:

Asymmetry, bimodality, skew-normal distribution, stochastic representation, maximum likelihood estimation, singular information matrix, asimetría, bimodalidad, distribución asimétrica-normal, representación estocástica, estimación de acercamiento máximo.

Abstract

The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.

Author Biography

David Elal-Olivero, Universidad de Atacama.

Departamento de Matemáticas, Facultad de Ingeniería.

References

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Published

2011-01-07

How to Cite

[1]
D. Elal-Olivero, “Alpha-skew-normal distribution”, Proyecciones (Antofagasta, On line), vol. 29, no. 3, pp. 224-240, Jan. 2011.

Issue

Section

Artículos