Bimodal skew-symmetric normal distribution

M. Y. Hassan, M. Y. El-Bassiouni

    Research output: Contribution to journalArticlepeer-review

    16 Citations (Scopus)

    Abstract

    We introduce a new parsimonious bimodal distribution, referred to as the bimodal skew-symmetric Normal (BSSN) distribution, which is potentially effective in capturing bimodality, excess kurtosis, and skewness. Explicit expressions for the moment-generating function, mean, variance, skewness, and excess kurtosis were derived. The shape properties of the proposed distribution were investigated in regard to skewness, kurtosis, and bimodality. Maximum likelihood estimation was considered and an expression for the observed information matrix was provided. Illustrative examples using medical and financial data as well as simulated data from a mixture of normal distributions were worked.

    Original languageEnglish
    Pages (from-to)1527-1541
    Number of pages15
    JournalCommunications in Statistics - Theory and Methods
    Volume45
    Issue number5
    DOIs
    Publication statusPublished - Mar 3 2016

    Keywords

    • Bimodality parameter
    • Financial data
    • Flexible skew-symmetric distributions
    • Gene expression bimodality
    • Mixture of normal distributions
    • Plasma lipid levels of cardiovascular risk

    ASJC Scopus subject areas

    • Statistics and Probability

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