ON A MODIFIED CLASS OF GENERALIZED SKEW NORMAL DISTRIBUTION

摘要

In this paper we consider a modified class of the generalized skew normal distribution of Arellano-Valle, Gomez and Quintana (2004) and study some of its important properties. A location-scale extension of the distribution is obtained and its parameters are estimated by the method of maximum likelihood. Further, a numerical data application is considered for highlighting the usefulness of the distribution.