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A note on the rescaling of the skew-normal distribution

  • Venegas, Osvaldo [1] ; Elal-Olivero, David [2] ; Gómez, Héctor W. [3]
    1. [1] Universidad Católica de Temuco

      Universidad Católica de Temuco

      Temuco, Chile

    2. [2] Universidad de Atacama

      Universidad de Atacama

      Copiapo, Chile

    3. [3] Universidad de Antofagasta

      Universidad de Antofagasta

      Antofagasta, Chile

  • Localización: Proyecciones: Journal of Mathematics, ISSN 0716-0917, ISSN-e 0717-6279, Vol. 31, Nº. 3, 2012, págs. 197-207
  • Idioma: inglés
  • DOI: 10.4067/S0716-09172012000300001
  • Enlaces
  • Resumen
    • In this article, we show that certain skew-normal parametric statistical models are a result of rescalings of the skew normal model studied by Azzalini (1985). Using this procedure we define a class of skew-normal distributions and we study its moment, skewness and kurtosis coefficients. At the end of this article we will use this classof distribution to make some extensions of the skew-normal model.

  • Referencias bibliográficas
    • Citas [1] Arellano-Valle, R. B., Gomez, H. W. and Quintana, F. A. A New Class of Skew-Normal Distributions. Communications in Statististics:...
    • [2] Azzalini, A. A class of distributions which includes the normal ones. Scand. J. Statist. 12, pp. 171-178, (1985).
    • [3] Azzalini, A. Further results on a class of distributions which includes the normal ones. Statistica. 46, pp. 199-208, (1986).
    • [4] Elal, D., Elal, S. and Gomez, H. W. La Distribución SN(α, β). Revista de la Facultad de Ingenieria. 18, pp. 29-31, (2004).
    • [5] Henze, N. A probabilistic representation of the skew-normal distribution. Scand. J. Statist. 13, pp. 271-275, (1986).
    • [6] Johnson, N., Kotz, S. L. and Balakrishann, N. Continuous univariate distributions, Second Edition. New York: Willey and Sons, (1995).
    • [7] Mukhopadhyay, S. and Vidakovic, B. Efficiency of Linear Bayes Rules for a Normal Mean : Skewed Priors Class. The Statistician. 44 (3),...
    • [8] Nadarajah, N., Kotz, S. Skewed distributions generated by the normal kernel. Statistic & Probability Letters. 65, pp. 269-277, (2003).
    • [9] Sahu, S. K., Dey, D. K. and Branco, M. A new class of multivariate skew distributions with application to Bayesian regression models....

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