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A generalization of the skew-normal distribution: the beta skew-normal. (English) Zbl 1287.60022
A new family of distributions (called beta skew-normal BSN), which is a special case of thee beta generated distribution. Three generalizations of the skew-normal (SN) distribution are considered, including the two-parameter case. A new family of distributions (BSN) generalizes also SN. These distributions are flexible enough to support both unimodal and bimodal shape. This family arises when the distribution of order statistics of an SN distribution is considered. The class of BSN can be also generalized by the inclusion of the location and scale parameters.

MSC:
60E05 Probability distributions: general theory
62E15 Exact distribution theory in statistics
Software:
sn
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References:
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