On the extended two-parameter generalized skew-normal distribution

Emmanuel Ogundimu; Jane L. Hutton

doi:10.1016/j.spl.2015.02.016

On the extended two-parameter generalized skew-normal distribution

Emmanuel Ogundimu, Jane L. Hutton

Mathematics, Physics and Electrical Engineering

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.

Original language	English
Pages (from-to)	142-148
Journal	Statistics and Probability Letters
Volume	100
Early online date	24 Feb 2015
DOIs	https://doi.org/10.1016/j.spl.2015.02.016
Publication status	Published - 1 May 2015

Keywords

Hidden truncation
Sample selection
Extended skew-normal distribution

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10.1016/j.spl.2015.02.016

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title = "On the extended two-parameter generalized skew-normal distribution",

abstract = "We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.",

keywords = "Hidden truncation, Sample selection, Extended skew-normal distribution",

author = "Emmanuel Ogundimu and Hutton, {Jane L.}",

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AU - Hutton, Jane L.

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AB - We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.

KW - Hidden truncation

KW - Sample selection

KW - Extended skew-normal distribution

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DO - 10.1016/j.spl.2015.02.016

M3 - Article

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VL - 100

SP - 142

EP - 148

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

On the extended two-parameter generalized skew-normal distribution

Abstract

Keywords

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