Sahu, Sujit K. and Chai, High Seng
A new skew-normal distribution and its properties.
Calcutta Statistical Association Bulletin, 61, (March & June 20), .
ABSTRACT : This article generalizes a multivariate skew-normal distribu-
tion and describes its many interesting properties. The univariate version
of the new distribution is compared with two other currently used distribu-
tions. The use of the new distribution is illustrated with a real data example
suitable for regression modeling. The new model provides a better model ¯t
than its two rivals as evaluated by some suitable Bayesian model selection
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