A new generalization of alpha-skew-normal distribution

摘要

In this paper, a new generalization of alpha-skew-normal distribution is considered. Some properties of this distribution, which is denoted by GASN(, ), including moments, maximum likelihood estimation of parameters, and some other properties are studied. Finally, using a real data set, we show that our new distribution is the best-fitted distribution for the used data among normal, skew normal, alpha-skew-normal, and skew-bimodal-normal distributions.