An Extension of the Truncated-Exponential Skew- Normal Distribution
An Extension of the Truncated-Exponential Skew- Normal Distribution
Authors
Rivera, Pilar A.
Gallardo, Diego, I
Venegas, Osvaldo
Bourguignon, Marcelo
Gomez, Hector W.
Gallardo, Diego, I
Venegas, Osvaldo
Bourguignon, Marcelo
Gomez, Hector W.
Profesor GuĆa
Authors
Date
Datos de publicaciĆ³n:
10.3390/math9161894
MATHEMATICS,Vol.9,,2021
MATHEMATICS,Vol.9,,2021
Tipo de recurso
Article
Keywords
Materia geogrƔfica
Collections
Abstract
In the paper, we present an extension of the truncated-exponential skew-normal (TESN) distribution. This distribution is defined as the quotient of two independent random variables whose distributions are the TESN distribution and the beta distribution with shape parameters q and 1, respectively. The resulting distribution has a more flexible coefficient of kurtosis. We studied the general probability density function (pdf) of this distribution, its survival and hazard functions, some of its properties, moments and inference by the maximum likelihood method. We carried out a simulation and applied the methodology to a real dataset.