Abstract
We consider a generalization of the Azzalini skew–normal distribution. We denote this distribution by SNB n (λ). Some properties of SNB n (λ) are studied. Its moment generating function is derived, and the bivariate case of SNB n (λ) is introduced. Finally, we illustrate a numerical example and we present an application for order statistics.
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Sharafi, M., Behboodian, J. The Balakrishnan skew–normal density. Stat Papers 49, 769–778 (2008). https://doi.org/10.1007/s00362-006-0038-z
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DOI: https://doi.org/10.1007/s00362-006-0038-z