We propose a new generalization of the skew-normal distribution (Azzalini, 1985) referred to as the Kumaraswamy skew-normal. The new distribution is computationally more tractable than the Beta skew-normal distribution (Mameli and Musio, 2013) with which it shares some properties.
The Kumaraswamy skew-normal distribution
MAMELI, VALENTINA
2015-01-01
Abstract
We propose a new generalization of the skew-normal distribution (Azzalini, 1985) referred to as the Kumaraswamy skew-normal. The new distribution is computationally more tractable than the Beta skew-normal distribution (Mameli and Musio, 2013) with which it shares some properties.
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