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
Official URL: https://statisticaeapplicazioni.vitaepensiero.it/s...
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.
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| 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 |
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