On a generalized mixture of standard normal and skew normal distributions

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 st...

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Bibliographic Details
Published in:Statistics & probability letters 2011-12, Vol.81 (12), p.1813-1821
Main Authors: Satheesh Kumar, C., Anusree, M.R.
Format: Article
Language:English
Subjects:
Characteristic function
Characteristic function Method of maximum likelihood Skew normal distribution Plurimodality
Distribution theory
Exact sciences and technology
General topics
Mathematics
Method of maximum likelihood
Plurimodality
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Skew normal distribution
Statistics
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Summary: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2011.07.009