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 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.

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Year of publication:	2011
Authors:	Satheesh Kumar, C. ; Anusree, M.R.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 12, p. 1813-1821
Publisher:	Elsevier
Subject:	Characteristic function \| Method of maximum likelihood \| Skew normal distribution \| Plurimodality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010571793