An extension of the skew-generalized normal distribution and its derivation

• Venegas, Osvaldo ^[1] ; Sanhueza, Antonio I. ^[2] ; Gómez, Héctor W. ^[3]
  1. [1] Universidad Católica de Temuco

     Universidad Católica de Temuco

     Temuco, Chile

     
  2. [2] Universidad de La Frontera

     Universidad de La Frontera

     Temuco, Chile

     
  3. [3] Universidad de Antofagasta

     Universidad de Antofagasta

     Antofagasta, Chile

     

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• Localización: Proyecciones: Journal of Mathematics, ISSN 0716-0917, ISSN-e 0717-6279, Vol. 30, Nº. 3, 2011, págs. 401-413
• Idioma: inglés
• DOI: 10.4067/S0716-09172011000300007
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• Resumen

  • In this paper, we introduce a new class of skew-symmetric distributions which are formulated based on cumulative distributions of skew-symmetric densities. This new class is an extension of other skew-symmetric distributions that have already been studied. We give special attention to a family from this class that could be seen as an extension ofthe skew-generalized-normal model introduced by Arellano-Valle et al.(2004). We study the main properties, stochastic representation, moments and an extension of this new model.

• Referencias bibliográficas
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