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Paper No. 12-08

Download 12-08

JL Hutton and OE Ogundimu

A note on two-parameter generlized skew-normal distribution

Abstract: We show that the two-parameter generalized skew-normal distribution (Jamalizadeh et al., 2008), GSN(_1; _2), is a special case of the closed skew-normal (CSN) distribution. More complex properties of GSN(_1; _2) and a three-parameter extension can then readily be established.

Keywords: Two-parameter generalized skew-normal; N-parameter generalized skew-normal; Closed skew-normal distribution