A skew extension of the slash distribution via beta-normal distribution

摘要

In this work we introduce a generalization of the slash distribution using beta-normal distribution. This newly defined generalization is more flexible than the ordinary slash distribution and contains distributions that can be not only symmetric and unimodal, but also asymmetric and bimodal. We study the properties of the new generalized distribution and demonstrate its use on some real data sets considering maximum likelihood estimation procedure.