On a generalized mixture of standard normal and skew normal distributions |
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Authors: | C. Satheesh Kumar M.R. Anusree |
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Affiliation: | aDepartment of Statistics, University of Kerala, Trivandrum-695 581, India |
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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. |
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Keywords: | Characteristic function Method of maximum likelihood Skew normal distribution Plurimodality |
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