On Modified Generalized Skew Normal Distribution and Some of Its Properties
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The skew normal distribution of Azzalini (1985) has been found suitable for unimodal density but with some skewness present. Through this article we consider a new family of distributions that is flexible enough to support both unimodal and plurimodal shape. Several important properties of this family of distributions are studied. Further, a location-scale extension is considered and the distribution has been fitted to a well-known data set.
KeywordsMaximum likelihood estimation Plurimodality Probability density function Reliability measures
AMS Subject Classification60E05 60E10
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