Generalized Alpha Skew Normal Distribution
Article
Alodat, Tareq, Khan, Shahjahan, Alodat, Moh'd T. and Memon, Muhammed A.. 2021. "Generalized Alpha Skew Normal Distribution." Statistica & Applicazioni. 2020 (2), pp. 1-15. https://doi.org/10.26350/999999_000028
Article Title | Generalized Alpha Skew Normal Distribution |
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Article Category | Article |
Authors | Alodat, Tareq (Author), Khan, Shahjahan (Author), Alodat, Moh'd T. (Author) and Memon, Muhammed A. (Author) |
Journal Title | Statistica & Applicazioni |
Journal Citation | 2020 (2), pp. 1-15 |
Number of Pages | 15 |
Year | 2021 |
Place of Publication | Italy |
Digital Object Identifier (DOI) | https://doi.org/10.26350/999999_000028 |
Web Address (URL) | https://statisticaeapplicazioni.vitaepensiero.it/scheda-articolo_digital/muhammed-a-memon-mohd-t-alodat-tareq-alodat/generalized-alpha-skew-normal-distribution-999999_000028-370358.html |
Abstract | This paper extends the work of Elal-Olivero (2010) on the alpha-skew normal (ASN) distribution. The extension is a multivariate version of Elal-Olivero’s univariate case. Then we study the statistical properties of the new extension such as marginal and conditional distribution, closure under convolution with normal random variate. Furthermore, we illustrate the performance of the distribution using simulated data obtained from the generalized distribution via the Metropolis-Hasting algorithm. |
Keywords | skew-normal distribution, skewness, characteristics function, quadratic form |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
Byline Affiliations | La Trobe University |
School of Sciences | |
Yarmouk University, Jordan | |
Institution of Origin | University of Southern Queensland |
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https://research.usq.edu.au/item/q5yz3/generalized-alpha-skew-normal-distribution
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