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On a generalized mixture of standard normal and skew normal distributions

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Author Info

  • Satheesh Kumar, C.
  • Anusree, M.R.

Abstract

Here we propose a new class of distributions as a generalized mixture of standard normal and skew normal distributions (GMNSND) and study some of its properties by deriving its characteristic function, mean, variance, coefficient of skewness etc. Further, certain reliability aspects of GMNSND are studied and a location scale extension of GMNSND is considered. The estimation of the parameters of this extended GMNSND by the method of maximum likelihood is discussed.

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Bibliographic Info

Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 81 (2011)
Issue (Month): 12 ()
Pages: 1813-1821

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Handle: RePEc:eee:stapro:v:81:y:2011:i:12:p:1813-1821

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Related research

Keywords: Characteristic function; Method of maximum likelihood; Skew normal distribution; Plurimodality;

References

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  1. M. Sharafi & J. Behboodian, 2008. "The Balakrishnan skew–normal density," Statistical Papers, Springer, vol. 49(4), pages 769-778, October.
  2. Branco, Márcia D. & Dey, Dipak K., 2001. "A General Class of Multivariate Skew-Elliptical Distributions," Journal of Multivariate Analysis, Elsevier, vol. 79(1), pages 99-113, October.
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Cited by:
  1. Teimouri, Mahdi & Nadarajah, Saralees, 2013. "On simulating Balakrishnan skew-normal variates," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 52-58.

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