On a class of skewed distributions generated by a mixing mechanism

초록

This paper considers a mixing mechanism that generates a skewed distribution to introduce a class of mixed two-piece skew-normal (MTN) distributions with a density shape that is both asymmetric and uni/bimodal. Some interesting properties, along with an efficient estimation of the MTN distribution, are hereby studied. The salient features of the distribution are its mathematical tractability, statistical applicability and distributional flexibility. Thus, it is potentially relevant in practical applications because a few distributions are available for dealing with uni/bimodal data. An application of the distribution is illustrated through the use of one example. © 2015 Pushpa Publishing House, Allahabad, India.

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