Some new results on the Beta skew-normal distribution

MAMELI, VALENTINA;MUSIO, MONICA

2016-01-01

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Abstract

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. Fur- thermore, 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 (2004).