Abstract

ELAL-OLIVERO, David. ALPHA-SKEW-NORMAL DISTRIBUTION . Proyecciones (Antofagasta) [online]. 2010, vol.29, n.3, pp. 224-240. ISSN 0716-0917.  http://dx.doi.org/10.4067/S0716-09172010000300006.

The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.

Keywords : Asymmetry; Bimodality; Skew-normal distribution; Stochastic representation; Maximum likelihood estimation; Singular information matrix.