tA New Class of Skew Normal Distribution : Tanh- Skew Normal Distribution and its Properties

Authors

  • Mahmoud R. Mahmoud  Institute of Statistical Studies & Research, Cairo University, Egypt
  • Hanan H. El-Damrawy  Mathematics Department, Faculty of Science, Tanta University, Tanta, Egypt.
  • Hassan S. Abdalla  Mathematics Department, Faculty of Science, Tanta University, Tanta, Egypt.

Keywords:

Skew-Normal Distribution, Tanh Skew-Normal Distribution, Moments, Maximum Likelihood Estimators, Fisher Information Matrix.

Abstract

In this article we suggest a new class of skew normal distribution. It will be referred to as Tanh skew-normal distribution, where (Tanh) is a hyperbolic tangent function; a class of skew-normal distribution is proposed by considering a new skew function, It is not a probability distribution function, some properties of this new class distribution have been investigated. Several properties of this distribution have been discussed; parameters estimation using moments, moment generating function, maximum likelihood method, and Fisher information matrix are obtained. A numerical experiment was performed to see the behavior of MLEs. Finally, we apply this model to a real data-set to show that the new class distribution can produce a better fit than other classical Skew normal.

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International Journal of Scientific Research in Science and Technology

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Published

2020-12-18

Issue

Volume 5, Issue 8, November-December-2020

Section

Research Articles

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How to Cite

[1]
Mahmoud R. Mahmoud, Hanan H. El-Damrawy, Hassan S. Abdalla "tA New Class of Skew Normal Distribution : Tanh- Skew Normal Distribution and its Properties" International Journal of Scientific Research in Science and Technology(IJSRST), Online ISSN : 2395-602X, Print ISSN : 2395-6011,Volume 5, Issue 8, pp.31-44, November-December-2020.