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The Balakrishnan skew-normal density. (English) Zbl 1309.60008
Summary: We consider a generalization of the Azzalini skew-normal distribution. We denote this distribution by $$\mathrm{SNB}_{n}(\lambda )$$. Some properties of $$\mathrm{SNB}_{n}(\lambda )$$ are studied. Its moment generating function is derived, and the bivariate case of $$\mathrm{SNB}_{n}(\lambda )$$ is introduced. Finally, we illustrate a numerical example and we present an application for order statistics.

##### MSC:
 6e+06 Probability distributions: general theory 6.2e+16 Exact distribution theory in statistics
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##### References:
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