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The power series skew normal class of distributions

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  • Rasool Roozegar
  • Saralees Nadarajah

Abstract

A class of power series skew normal distributions is introduced by generalizing the geometric skew normal distribution of Kundu. Various mathematical properties are derived and estimation addressed by the method of maximum likelihood. The data application of Kundu [Sankhyā B, 76, 2014, 167–189] is revisited and the proposed class is shown to provide a better fit.

Suggested Citation

  • Rasool Roozegar & Saralees Nadarajah, 2017. "The power series skew normal class of distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(22), pages 11404-11423, November.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:22:p:11404-11423
    DOI: 10.1080/03610926.2016.1267758
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    Cited by:

    1. Redivo, Edoardo & Nguyen, Hien D. & Gupta, Mayetri, 2020. "Bayesian clustering of skewed and multimodal data using geometric skewed normal distributions," Computational Statistics & Data Analysis, Elsevier, vol. 152(C).
    2. Matyas Barczy & Adam Dudas & Jozsef Gall, 2018. "On approximations of Value at Risk and Expected Shortfall involving kurtosis," Papers 1811.06361, arXiv.org, revised Dec 2020.

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