The Log-Balakrishnan-Alpha-Skew-Normal Distribution and Its Applications | [Pakistan Journal of Statistics and Operation Research • 2020]

Author(s):

1. Sricharan Shah: Department of Statistics, Dibrugarh University, Dibrugarh, Assam, India

2. Subrata Chakraborty: Department of Statistics, Dibrugarh University, Dibrugarh, Assam, India

3. Partha Jyoti Hazarika: Department of Statistics, Dibrugarh University, Dibrugarh, Assam, India

4. M. Masoom Ali: Department of Mathematical Sciences, Ball State University, Muncie, IN, USA

Abstract:

In this paper, log-Balakrishnan-alpha-skew-normal distribution is proposed by the methodology of Venegas et al. (2016). Some of its basic distributional properties including the moments also discussed. Also, the appropriateness of this distribution is checked by performing data fitting experiments and comparing with some other known distributions by using Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC). The Likelihood Ratio test is used for discriminating between log-normal and the proposed distributions.

Page(s): 109-117

DOI: 10.18187/pjsor.v16i1.3080

Published: Journal: Pakistan Journal of Statistics and Operation Research, Volume: 16, Issue: 1, Year: 2020

Keywords:

Skew Distribution , AlphaSkew Distribution , Bimodal Distribution , LogAlphaSkew Distribution , AIC , BIC

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