Article ID Journal Published Year Pages File Type
1152315 Statistics & Probability Letters 2011 9 Pages PDF
Abstract

Here we propose a new class of distributions as a generalized mixture of standard normal and skew normal distributions (GMNSND) and study some of its properties by deriving its characteristic function, mean, variance, coefficient of skewness etc. Further, certain reliability aspects of GMNSND are studied and a location scale extension of GMNSND is considered. The estimation of the parameters of this extended GMNSND by the method of maximum likelihood is discussed.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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