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A study of generalized normal distributions

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  • Wen-Jang Huang
  • Nan-Cheng Su

Abstract

In this work, first some distributional properties of extended two-piece skew normal distributions are presented. Next we revisit the special case, that is two-piece skew normal distributions. Then two distributions related to two-piece skew normal distributions are studied. More precisely, we give some properties about generalized half normal distributions as well as a generalized Cauchy distribution. Finally, we discuss the distributions of linear combinations of two independent skew normal random variables.

Suggested Citation

  • Wen-Jang Huang & Nan-Cheng Su, 2017. "A study of generalized normal distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(11), pages 5612-5632, June.
  • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:11:p:5612-5632
    DOI: 10.1080/03610926.2015.1107585
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