On Properties of the Bimodal Skew-Normal Distribution and an Application
- Elal Olivero, David - Olivares Pacheco, Juan F. - Venegas, Osvaldo - Bolfarine, Heleno - Gomez, Hector W.
- Datos de publicación:
- bimodal - simulation - skew-normal distribution - stochastic representation
- Migración Web of Science 
- 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. We study some basic properties of this family, its stochastic representations and expressions for its moments. Parameters are estimated using the maximum likelihood estimation method. A simulation study is carried out to observe the performance of the maximum likelihood estimators. Finally, we compare the efficiency of the new distribution with other distributions in the literature using a real data set. The study shows that the proposed approach presents satisfactory results.