Abstract
The skew normal distribution proposed by Azzalini (1985) can be a suitable model for the analysis of data exhibiting a unimodal density function having some skewness present, a structure often occurring in data analysis. In this paper, we study a generalization of the basic Azzalini model proposed by Balakrishnan, as a discussant of Arnold and Beaver (2002). The basic structural properties of the model including the reliability properties are presented. Estimation and testing of hypothesis of the skew parameter are discussed. Some comparisons of the models in terms of mean, variance and skewness are provided. Two data sets are analyzed.
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Gupta, R.C., Gupta, R.D. Generalized skew normal model. Test 13, 501–524 (2004). https://doi.org/10.1007/BF02595784
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DOI: https://doi.org/10.1007/BF02595784