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On a Skew Bimodal Normal–Normal distribution fitted to the Old-Faithful geyser data

Author

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  • Sayed Mohammad Reza Alavi
  • Mahtab Tarhani

Abstract

The Bimodal Normal distribution introduced by Alavi (2011) is a symmetric distribution where its variance is three times the variance of the corresponding normal distribution. Azzalini (1985) introduced the univariate Skew Normal distribution to model asymmetry data. In this paper the Skew Bimodal Normal–Normal distribution is introduced as a skew-symmetric distribution generated by the cumulative function of standard normal. Some properties of the distribution and some methods for generating data from this distribution are introduced. The maximum likelihood estimation of parameters is obtained. The distribution is fitted to the Old Faithful Geyser data.

Suggested Citation

  • Sayed Mohammad Reza Alavi & Mahtab Tarhani, 2017. "On a Skew Bimodal Normal–Normal distribution fitted to the Old-Faithful geyser data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(15), pages 7301-7312, August.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:15:p:7301-7312
    DOI: 10.1080/03610926.2016.1148731
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