ALPHA-SKEW-NORMAL DISTRIBUTION

By David Elal-Olivero. 2010

119 citations recorded by the source corpus.

The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/bcbe56e8758b7a593f632fb56608d06aaef790d8