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A new generalized normal distribution: Properties and applications

Author

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  • Mohammad A. Aljarrah
  • Felix Famoye
  • Carl Lee

Abstract

The most commonly studied generalized normal distribution is the well-known skew-normal by Azzalini. In this paper, a new generalized normal distribution is defined and studied. The distribution is unimodal and it can be skewed right or left. The relationships between the parameters and the mean, variance, skewness, and kurtosis are discussed. It is observed that the new distribution has a much wider range of skewness and kurtosis than the skew-normal distribution. The method of maximum likelihood is proposed to estimate the distribution parameters. Two real data sets are applied to illustrate the flexibility of the distribution.

Suggested Citation

  • Mohammad A. Aljarrah & Felix Famoye & Carl Lee, 2019. "A new generalized normal distribution: Properties and applications," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(18), pages 4474-4491, September.
    • Handle: RePEc:taf:lstaxx:v:48:y:2019:i:18:p:4474-4491
    DOI: 10.1080/03610926.2018.1483509
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    Cited by:

    1. Fastel Chipepa & Broderick Oluyede & Boikanyo Makubate, 2020. "The Topp-Leone Marshall-Olkin-G Family of Distributions With Applications," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(4), pages 1-15, July.
    2. Mohammad A. Aljarrah & Felix Famoye & Carl Lee, 2020. "Generalized logistic distribution and its regression model," Journal of Statistical Distributions and Applications, Springer, vol. 7(1), pages 1-21, December.

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