In this paper we study the Beta skew-normal distribution introduced by Mameli and Musio (2013). Some new properties of this distribution are derived including formulae for moments in particular cases and bi-modality properties. Furthermore, we provide expansions for its distribution and density functions. Bounds for the moments and the variance of the Beta skew-normal are derived. Some of the results presented in this work can be extended to the entire family of the Beta-generated distribution introduced by Jones (Test 13(1):1–43, 2004).
CITATION STYLE
Mameli, V., & Musio, M. (2016). Some new results on the beta skew-normal distribution. In Studies in Theoretical and Applied Statistics, Selected Papers of the Statistical Societies (pp. 25–36). Springer International Publishing. https://doi.org/10.1007/978-3-319-27274-0_3
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