Two Parameters Generalized Skew Normal Distribution
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| Title | Two Parameters Generalized Skew Normal Distribution |
| Authors | |
| Abstract | In practice, using skew normal distribution (SN) seems better than exact/usual normal distribution since in nature, we cannot find the exact normal distribution. Here, we first study and review single variable skew normal distribution using one parameter then we extend this distribution using two parameters to have a better control on behavior of the fact normal distribution. We show that this generalization of the SN distribution by , then we present some useful properties of this distribution and also prove some important theorems for introducing the generalized skew normal distribution, and describe an algorithm for generating it. Finally, we show some properties of GSN distribution based on conditional and marginal distribution mixed by independent random variables and parameters . Some important results are follow: if be independent standard normal random variables and . Then Also, we show that if then The introduced algorithm can be implemented to generate GSN distribution. |
| Publisher | Advances in Computational Mathematics and its Applications |
| Date | 2012-09-10 |
| Source | 2167-6356 |
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