Ogundimu, Emmanuel and Hutton, Jane (2015) On the extended two-parameter generalized skew-normal distribution. Statistics & Probability Letters, 100. pp. 142-148. ISSN 0167-7152
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Official URL: https://doi.org/10.1016/j.spl.2015.02.016
Abstract
We propose a three-parameter skew-normal distribution, obtained by using hidden truncation on a skew-normal random variable. The hidden truncation framework permits direct interpretation of the model parameters. A link is established between the model and the closed skew-normal distribution.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Hidden truncation, Sample selection, Extended skew-normal distribution |
| Subjects: | G300 Statistics |
| Department: | Faculties > Engineering and Environment > Mathematics, Physics and Electrical Engineering |
| Depositing User: | Becky Skoyles |
| Date Deposited: | 10 Apr 2019 11:56 |
| Last Modified: | 10 Oct 2019 17:47 |
| URI: | http://nrl.northumbria.ac.uk/id/eprint/38895 |
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