On a generalized mixture of standard normal and skew normal distributions
AbstractHere 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 InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 81 (2011)
Issue (Month): 12 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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