Extended skew generalized normal distribution

摘要

The skew normal distributions' family represents an extension of the normal family to which a parameter (λ) has been added to regulate the skewness of the distribution. In recent years, not only the skewness but the kurtosis is also of more concern in representing the features of the distribution. In this study a more flexible distribution, extended skew generalized normal distribution, is developed to represent the skewness as well as the kurtosis. This distribution is potentially useful for the data that has more skewness and kurtosis. Some statistical properties of the distribution have also been studied.