The Extended Half-Skew Normal Distribution

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datacite.alternateIdentifier.citationMATHEMATICS,Vol.10,,2022
datacite.alternateIdentifier.doi10.3390/math10203740
datacite.creatorSantoro, Karol, I
datacite.creatorGomez, Hector J.
datacite.creatorGallardo, Diego, I
datacite.creatorBarranco Chamorro, Inmaculada
datacite.creatorGomez, Hector W.
datacite.date2022
datacite.subject.englishlifetime distributions
datacite.subject.englishskew-symmetric distributions
datacite.subject.englishmaximum likelihood
datacite.titleThe Extended Half-Skew Normal Distribution
dc.date.accessioned2023-06-08T15:48:09Z
dc.date.available2023-06-08T15:48:09Z
dc.description.abstractA 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.
dc.identifier.urihttps://repositoriodigital.uct.cl/handle/10925/5249
dc.language.isoen
dc.publisherMDPI
dc.sourceMATHEMATICS
oaire.resourceTypeArticle
uct.indizacionSCI
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