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Approximate skew normal distribution

Journal of Advanced Research, 2010
We propose a new approximate skew normal distribution, it is easy to calculate, convenient, mathematically tractable and is in a closed form. It is particularly useful when the probability density function occurs in an expression to be used for further ...
Samir K. Ashour, Mahmood A. Abdel-hameed
doaj   +3 more sources

SKEW NORMAL AND SKEW STUDENT-T DISTRIBUTIONS ON GARCH(1,1) MODEL

Media Statistika, 2021
The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) type models have become important tools in financial application since their ability to estimate the volatility of financial time series data.
Didit Budi Nugroho, Agus Priyono, Bambang Susanto   +2 more
doaj   +1 more source

Quantile Estimation Using the Log-Skew-Normal Linear Regression Model with Application to Children’s Weight Data

Mathematics, 2023
In this article, we establish properties that relate quantiles of the log-skew-normal distribution to its parameters, allowing us to investigate the relationship between quantiles of a positive skewed response variable and a set of explanatory variables ...
Raúl Alejandro Morán-Vásquez, Anlly Daniela Giraldo-Melo, Mauricio A. Mazo-Lopera   +2 more
doaj   +1 more source

Characterizations of the Generalized Beta-generated family of distributions [PDF]

Journal of Statistical Theory and Applications (JSTA), 2017
Several characterizations of Generalized Beta-generated family of distributions, introduced by Alexander et al. (2012), are presented, giving special emphasis to the Kumaraswamy skew-normal distribution and the Beta skew-normal distribution, special ...
G. G. Hamedani, V. Mameli
doaj   +1 more source

Inference and Local Influence Assessment in a Multifactor Skew-Normal Linear Mixed Model

Mathematics, 2022
This work considers a multifactor linear mixed model under heteroscedasticity in random-effect factors and the skew-normal errors for modeling the correlated datasets.
Zeinolabedin Najafi, Karim Zare, Mohammad Reza Mahmoudi, Soheil Shokri, Amir Mosavi   +4 more
doaj   +1 more source

The Extended Half-Skew Normal Distribution

Mathematics, 2022
A new class of densities for modelling non-negative data, which is based on the skew-symmetric family of distributions proposed by Azzalini is introduced.We focus on the model generated by the skew-normal distribution, called Extended Half Skew-Normal ...
Karol I. Santoro, Héctor J. Gómez, Diego I. Gallardo, Inmaculada Barranco-Chamorro, Héctor W. Gómez   +4 more
doaj   +1 more source

Some Theoretical and Computational Aspects of the Truncated Multivariate Skew-Normal/Independent Distributions

Mathematics, 2023
In this article, we derive a closed-form expression for computing the probabilities of p-dimensional rectangles by means of a multivariate skew-normal distribution.
Raúl Alejandro Morán-Vásquez, Edwin Zarrazola, Daya K. Nagar   +2 more
doaj   +1 more source

An Alternative to the Log-Skew-Normal Distribution: Properties, Inference, and an Application to Air Pollutant Concentrations

Mathematics, 2022
In this study, we consider an alternative to the log-skew-normal distribution. It is called the modified log-skew-normal distribution and introduces greater flexibility in the skewness and kurtosis parameters.
Jaime Arrué, Reinaldo Boris Arellano-Valle, Osvaldo Venegas, Heleno Bolfarine, Héctor W. Gómez   +4 more
doaj   +1 more source

An Information-Theoretic Approach for Multivariate Skew-t Distributions and Applications

Mathematics, 2021
Shannon and Rényi entropies are two important measures of uncertainty for data analysis. These entropies have been studied for multivariate Student-t and skew-normal distributions.
Salah H. Abid, Uday J. Quaez, Javier E. Contreras-Reyes   +2 more
doaj   +1 more source