A Modified Two-Piece Skew Normal Distribution: Properties and Applications

Abstract

A new class of two-piece skew normal distribution is introduced here as a generalization of the two-piece skew normal distribution of Kumar and Anusree (Statistics, 2013) and the generalized skew normal distribution of Gupta and Gupta (Test, 2004). We study some important properties of the distribution and discuss the maximum likelihood estimation of its parameters. Certain real life data sets are considered for establishing the usefulness of the model.