On the skewed sinh-normal distribution

  • Authors

    • S. K. Ashour
    • Ahmed Saad Institute of Statistical Studies & research. Cairo University, Egypt
    2015-05-08
    https://doi.org/10.14419/ijasp.v3i1.4610
  • Skew Distributions, Approximation, Random Number Generator, Maximum Likelihood Estimation.

  • Leiva et al. [10] introduce the skewed sinh-normal distribution, which is a skewed version of the sinh-normal distribution, discussed some of its properties and characterized an extension of the Birnbaum–Saunders distribution associated with this distribution. In this paper, we will introduce further properties of the skewed sinh-normal distribution, and introduce a new approximate form of its probability density function and cumulative distribution function (cdf), along with numerical comparison between the exact and approximate values of its cdf. Moreover, a random number generator for the distribution will be suggested and a goodness of fit test will be carried out to examine the effectiveness of the proposed random number generator. Finally, maximum likelihood estimation for the unknown parameter of the skewed sinh-normal distribution will be investigated, and numerical illustration for the new results will be discussed.

  • References

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