A new skew-normal distribution and its properties

Sahu, Sujit K. and Chai, High Seng (2008) A new skew-normal distribution and its properties Calcutta Statistical Association Bulletin, 61, (20), pp. 239-240.


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This article generalizes a multivariate skew-normal distribution and describes its many interesting properties. The univariate version of the new distribution is compared with two other currently used distributions. 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 criteria.

Item Type: Article
ISSNs: 0008-0683 (print)
Keywords: bayesian inference, gibbs sampler, kurtosis, skewness, skew normal distributions
Organisations: Statistics
ePrint ID: 147833
Date :
Date Event
March 2008Published
Date Deposited: 26 Apr 2010 14:48
Last Modified: 18 Apr 2017 14:35
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/147833

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