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A study of generalized normal distributions

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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… Click to show full abstract

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.

Keywords: skew normal; two piece; study generalized; normal distributions; piece skew

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2017

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