A Generalization of the Skew-Normal Distribution: The Beta Skew-Normal

DOI10.1080/03610926.2011.607530MaRDI QIDQ2839081zbMATH OpenOpenAlexFDO

Authors Valentina Mameli, Monica Musio

Publication date 4 July 2013

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1104.4218

zbMATH Keywords

skew-normal distributionorder statisticsBalakrishnan skew-normalbeta skew-normal

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15)

Abstract: The aim of this article is to introduce a new family of distributions, which generalizes the skew normal distribution (SN). This new family, called Beta skew-normal (BSN), arises naturally when we consider the distributions of order statistics of the SN. The BSN can also be obtained as a special case of the Beta generated distribution (Jones (2004)). In this work we pay attention to three other generalizations of the SN distribution: the Balakrishnan skew-normal (SNB) (Balakrishnan (2002), as a discussant of Arnold and Beaver (2002), Gupta and Gupta (2004), Sharafi and Behboodian (2008)), the generalized Balakrishnan skew-normal (GBSN) (Yadegari et al. (2008)) and a two parameter generalization of the Balakrishnan skew-normal (TBSN) (Bahrami et al. (2009)). The above three extensions are related to the Beta skew-normal distribution for particular values of the parameters. The paper is organized as follows: after describing briefly, in Section 2, the skew-normal distribution, its generalizations and listing their most important properties, in Section 3 we present some generalizations of the Beta distribution. In the last Section we define the Beta skew-normal distribution, we present its properties and some special cases. In particular the BSN contains the Beta half-normal distribution (Pescim et al. (2010)) as limiting case. Besides, we investigate its shape properties. We derive its moment generating function and we also compute numerically the first moment, the variance, the skewness and the kurtosis. We present two different methods which allow to simulate a BSN distribution. We explore its relationships with the other generalizations of the SN. We give some results concerning the SNB distribution. In particular we derive the exact distributions of the largest order statistic from SNB with parameters m and 1 and the shortest order statistic SNB with parameters m and -1.

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Cited in

(24)

• The beta skew \(t\) distribution and its properties
• Two weighted models for skewed data
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• Sulewski plasticizing component distribution: properties and applications
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• Some new results on the beta skew-normal distribution
• The polar-generalized normal distribution: properties, Bayesian estimation and applications
• Log-epsilon-skew normal: A generalization of the log-normal distribution
• A generalization of the Balakrishnan skew-normal distribution
• A new generalized Balakrishnan skew-normal distribution
• Toward the establishment of a family of distributions that may fit any dataset
• Bimodality based on the generalized skew-normal distribution
• Simulation of Balakrishnan skew-normal order statistics
• A skew extension of the slash distribution via beta-normal distribution
• The Balakrishnan skew-normal density
• A flexible generalization of the skew normal distribution based on a weighted normal distribution
• A novel skewed generalized normal distribution: properties, statistical inference, and its applications
• DS normal distribution: properties and applications
• BETA-NORMAL DISTRIBUTION AND ITS APPLICATIONS
• A new class of multivariate skew-normal distributions with multimodal features
• The Kumaraswamy skew-normal distribution
• The beta skew-generalized normal distribution
• A new generalized Balakrishnan type skewed-normal distribution: properties and associated inference
• Computational methods applied to a skewed generalized normal family

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