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A generalization of the Balakrishnan skew-normal distribution

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  • Yadegari, Iraj
  • Gerami, Abbas
  • Khaledi, Majid Jafari

Abstract

The skew-normal distribution belongs to a family of distributions which includes the normal distribution along with an extra parameter to regulate skewness. Azzalini [Azzalini A., 1985. A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 12, 171-178] was the first to introduce the skew-normal distribution and studied some of its properties. Balakrishnan [Balakrishnan, N., 2002. Discussion of "skewed multivariate models related to hidden truncation and/or selective reporting". Test 11, 37-39], as a discussant of Arnold and Beaver [Arnold, B.C., Beaver, R.J., 2002. Skewed multivariate models related to hidden truncation and/or selective reporting (with discussion). Test II, 7-54], later proposed a generalization of this distribution. In this paper, we introduce a new generalization of the Balakrishnan skew-normal distribution by explaining some important properties of this distribution. Also, we have described three methods for constructing this distribution. Finally, its multivariate extension has been presented.

Suggested Citation

  • Yadegari, Iraj & Gerami, Abbas & Khaledi, Majid Jafari, 2008. "A generalization of the Balakrishnan skew-normal distribution," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1165-1167, August.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:10:p:1165-1167
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    References listed on IDEAS

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    1. Ramesh Gupta & Rameshwar Gupta, 2004. "Generalized skew normal model," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 501-524, December.
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    1. P. Hasanalipour & M. Sharafi, 2012. "A new generalized Balakrishnan skew-normal distribution," Statistical Papers, Springer, vol. 53(1), pages 219-228, February.
    2. Ramesh Gupta & N. Balakrishnan, 2012. "Log-concavity and monotonicity of hazard and reversed hazard functions of univariate and multivariate skew-normal distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(2), pages 181-191, February.

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