Generalized Alpha Skew Normal Distribution

Alodat, Tareq and Khan, Shahjahan and Alodat, Moh'd T. and Memon, Muhammed A. (2020) Generalized Alpha Skew Normal Distribution. Statistica & Applicazioni. pp. 1-15. ISSN 1824-6672


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.


Statistics for USQ ePrint 39919
Statistics for this ePrint Item
Item Type: Article (Commonwealth Reporting Category C)
Refereed: Yes
Item Status: Live Archive
Faculty/School / Institute/Centre: Current - Institute for Advanced Engineering and Space Sciences (1 Aug 2018 -)
Faculty/School / Institute/Centre: Current - Institute for Resilient Regions - Centre for Health Research (1 Apr 2020 -)
Date Deposited: 18 Oct 2020 23:59
Last Modified: 27 Oct 2020 04:05
Uncontrolled Keywords: skew-normal distribution, skewness, characteristics function, quadratic form
Fields of Research (2008): 01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory
Socio-Economic Objectives (2008): E Expanding Knowledge > 97 Expanding Knowledge > 970101 Expanding Knowledge in the Mathematical Sciences
Identification Number or DOI: doi:10.26350/999999_000028
URI: http://eprints.usq.edu.au/id/eprint/39919

Actions (login required)

View Item Archive Repository Staff Only