Approximate skew normal distribution
We propose a new approximate skew normal distribution, it is easy to calculate, convenient, mathematically tractable and is in a closed form. It is particularly useful when the probability density function occurs in an expression to be used for further mathematical derivation or in programs for the...
Main Authors: | , |
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Format: | Article |
Language: | English |
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Elsevier
2010-10-01
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Series: | Journal of Advanced Research |
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Online Access: | http://www.sciencedirect.com/science/article/pii/S209012321000069X |
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author | Samir K. Ashour Mahmood A. Abdel-hameed |
author_facet | Samir K. Ashour Mahmood A. Abdel-hameed |
author_sort | Samir K. Ashour |
collection | DOAJ |
description | We propose a new approximate skew normal distribution, it is easy to calculate, convenient, mathematically tractable and is in a closed form. It is particularly useful when the probability density function occurs in an expression to be used for further mathematical derivation or in programs for the skew normal distribution. Also, we propose approximate first moment second moment and variance to the skew normal distribution. A numerical comparison between exact and approximate values of pdf and cdf of the skew normal distribution is carried out. |
first_indexed | 2024-12-11T11:02:21Z |
format | Article |
id | doaj.art-74199fc9a6d94a898435425ce6de39c6 |
institution | Directory Open Access Journal |
issn | 2090-1232 2090-1224 |
language | English |
last_indexed | 2024-12-11T11:02:21Z |
publishDate | 2010-10-01 |
publisher | Elsevier |
record_format | Article |
series | Journal of Advanced Research |
spelling | doaj.art-74199fc9a6d94a898435425ce6de39c62022-12-22T01:09:50ZengElsevierJournal of Advanced Research2090-12322090-12242010-10-011434135010.1016/j.jare.2010.06.004Approximate skew normal distributionSamir K. AshourMahmood A. Abdel-hameedWe propose a new approximate skew normal distribution, it is easy to calculate, convenient, mathematically tractable and is in a closed form. It is particularly useful when the probability density function occurs in an expression to be used for further mathematical derivation or in programs for the skew normal distribution. Also, we propose approximate first moment second moment and variance to the skew normal distribution. A numerical comparison between exact and approximate values of pdf and cdf of the skew normal distribution is carried out.http://www.sciencedirect.com/science/article/pii/S209012321000069XSkew normal distributionSkewnessApproximationCumulative distribution function |
spellingShingle | Samir K. Ashour Mahmood A. Abdel-hameed Approximate skew normal distribution Journal of Advanced Research Skew normal distribution Skewness Approximation Cumulative distribution function |
title | Approximate skew normal distribution |
title_full | Approximate skew normal distribution |
title_fullStr | Approximate skew normal distribution |
title_full_unstemmed | Approximate skew normal distribution |
title_short | Approximate skew normal distribution |
title_sort | approximate skew normal distribution |
topic | Skew normal distribution Skewness Approximation Cumulative distribution function |
url | http://www.sciencedirect.com/science/article/pii/S209012321000069X |
work_keys_str_mv | AT samirkashour approximateskewnormaldistribution AT mahmoodaabdelhameed approximateskewnormaldistribution |