The Extended Half-Skew Normal Distribution
The Extended Half-Skew Normal Distribution
Authors
Santoro, Karol, I
Gomez, Hector J.
Gallardo, Diego, I
Barranco Chamorro, Inmaculada
Gomez, Hector W.
Gomez, Hector J.
Gallardo, Diego, I
Barranco Chamorro, Inmaculada
Gomez, Hector W.
Profesor GuĆa
Authors
Date
Datos de publicaciĆ³n:
10.3390/math10203740
MATHEMATICS,Vol.10,,2022
MATHEMATICS,Vol.10,,2022
Tipo de recurso
Article
Keywords
Materia geogrƔfica
Collections
Abstract
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 distribution. Its relevant properties are studied. These are pdf, cdf, moments, mgf, and stochastic representation. The parameters are estimated by moment and maximum likelihood methods. A simulation study to assess the performance of the maximum likelihood estimators in finite samples was carried out. Two real applications are included, in which the EHSN provides a better fit than other proposals in the literature.