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The Generalized-Alpha-Beta-Skew-Normal Distribution: Properties and Applications

2019/10/21 by Sricharan Shah, Shah, Sricharan, Subrata Chakraborty +5
Computer Science · Decision Sciences · Environmental Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Hydrology and Drought Analysis #Probability and Risk Models #Statistical Distribution Estimation and Applications #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1910.09192

openalex publication_date 2019/10/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper we have introduced a generalized version of alpha beta skew normal distribution in the same line of Sharafi et al. (2017) and investigated some of its basic properties. The extensions of the proposed distribution have also been studied. The appropriateness of the proposed distribution has been tested by comparing the values of Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) with the values of some other known related distributions for better model selection. Likelihood ratio test has been used for discriminating between nested models.

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