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...

Full description

Bibliographic Details
Main Authors: Samir K. Ashour, Mahmood A. Abdel-hameed
Format: Article
Language:English
Published: Elsevier 2010-10-01
Series:Journal of Advanced Research
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S209012321000069X
_version_ 1818141593557794816
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