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A class of distributions which includes the normal ones. (English) Zbl 0581.62014
The paper introduces the notion of skew-normal random variables (with parameter \(\lambda\)) whose density function is \(2\phi(z) \Phi(\lambda z)\). Several elementary, widely applicable properties of this distribution are discussed.
Reviewer: G.J.SzĂ©kely

MSC:
62E10 Characterization and structure theory of statistical distributions
60E05 Probability distributions: general theory
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