On Properties of the Bimodal Skew-Normal Distribution and an Application
On Properties of the Bimodal Skew-Normal Distribution and an Application
Authors
Elal Olivero, David
Olivares Pacheco, Juan F.
Venegas, Osvaldo
Bolfarine, Heleno
Gomez, Hector W.
Olivares Pacheco, Juan F.
Venegas, Osvaldo
Bolfarine, Heleno
Gomez, Hector W.
Authors
Date
Datos de publicaciĆ³n:
10.3390/math8050703
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Abstract
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.