A new generalized normal distribution: Properties and applications
The most commonly studied generalized normal distribution is the well-known skew-normal by Azzalini. In this paper, a new generalized normal distribution is defined and studied. The distribution is unimodal and it can be skewed right or left. The relationships between the parameters and the mean, va...
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Published in | Communications in statistics. Theory and methods Vol. 48; no. 18; pp. 4474 - 4491 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Philadelphia
Taylor & Francis
17.09.2019
Taylor & Francis Ltd |
Subjects | |
Online Access | Get full text |
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Summary: | The most commonly studied generalized normal distribution is the well-known skew-normal by Azzalini. In this paper, a new generalized normal distribution is defined and studied. The distribution is unimodal and it can be skewed right or left. The relationships between the parameters and the mean, variance, skewness, and kurtosis are discussed. It is observed that the new distribution has a much wider range of skewness and kurtosis than the skew-normal distribution. The method of maximum likelihood is proposed to estimate the distribution parameters. Two real data sets are applied to illustrate the flexibility of the distribution. |
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ISSN: | 0361-0926 1532-415X |
DOI: | 10.1080/03610926.2018.1483509 |