In this paper we study the Beta skew-normal distribution introduced by Mameli andMusio (2013). Some new properties of this distribution are derived including formulae for moments in particular cases and bi-modality properties. Furthermore, we provide expansions for its distribution and density functions. Bounds for the moments and the variance of the Beta skew-normal are derived. Some of the results presented in this work can be extended to the entire family of the Beta-generated distribution introduced by Jones.
Some New Results on the Beta Skew-Normal Distribution
Mameli, Valentina;
2016-01-01
Abstract
In this paper we study the Beta skew-normal distribution introduced by Mameli andMusio (2013). Some new properties of this distribution are derived including formulae for moments in particular cases and bi-modality properties. Furthermore, we provide expansions for its distribution and density functions. Bounds for the moments and the variance of the Beta skew-normal are derived. Some of the results presented in this work can be extended to the entire family of the Beta-generated distribution introduced by Jones.
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