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The Extended Half-Skew Normal Distribution
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 +4 more
doaj +2 more sources
The Exponential-Centred Skew-Normal Distribution [PDF]
Data from some research fields tend to exhibit a positive skew. For example, in experimental psychology, reaction times (RTs) are characterised as being positively skewed. However, it is not unlikely that RTs can take a normal or, even, a negative shape. While the Ex-Gaussian distribution is suitable to model positively skewed data, it cannot cope with
Guillermo Martínez-Flórez +2 more
openaire +2 more sources
On the Skew-Normal-Cauchy Distribution
In this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative derivations for moments, moments generating function, and skewness and kurtosis coefficients.
Arrue, Jaime +3 more
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A Sample Selection Model with Skew‐normal Distribution [PDF]
AbstractNon‐random sampling is a source of bias in empirical research. It is common for the outcomes of interest (e.g. wage distribution) to be skewed in the source population. Sometimes, the outcomes are further subjected to sample selection, which is a type of missing data, resulting in partial observability. Thus, methods based on complete cases for
Ogundimu, Emmanuel O., Hutton, Jane L.
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A New Class of Skew-Normal Distributions
We introduce a new family of asymmetric normal distributions that contains Azzalini's skew-normal (SN) distribution as a special case. We study the main properties of this new family, showing in particular that it may be generated via mixtures on the SN asymmetry parameter when the mixing distribution is normal.
Reinaldo B Arellano-Valle +2 more
exaly +7 more sources
On Properties of the Bimodal Skew-Normal Distribution and an Application
The main object of this paper is to develop an alternative construction for the bimodal skew-normal distribution. The construction is based upon a study of the mixture of skew-normal distributions.
David Elal-Olivero +4 more
doaj +2 more sources
Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach [PDF]
Objective Investors typically seek to strike the optimal balance between potential returns and associated risks in their trades. Various models have been presented to choose the optimal portfolio using different approaches.
Hila Rezaei +2 more
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A Method to Simulate the Skew Normal Distribution
A new method is developed to simulate the skew normal distribution. The result is interesting from a practical as well as a theoretical viewpoint. The new method is simple to program and is more efficient than the standard method of simulation by acceptance-rejection method.
Ghorbanzadeh, Dariush +2 more
openaire +4 more sources
Generalized Skew-Normal Negentropy and Its Application to Fish Condition Factor Time Series
The problem of measuring the disparity of a particular probability density function from a normal one has been addressed in several recent studies. The most used technique to deal with the problem has been exact expressions using information measures ...
Reinaldo B. Arellano-Valle +2 more
doaj +3 more sources
Properties and Applications of a New Family of Skew Distributions
We introduce two families of continuous distribution functions with not-necessarily symmetric densities, which contain a parent distribution as a special case.
Emilio Gómez-Déniz +3 more
doaj +1 more source

