On Some Properties of a General Class of Two-Piece Skew Normal Distribution

Abstract

A new class of generalized two-piece skew normal distribution is introduced here as a two-piece version of the generalized skew normal distribution of Kumar and Anusree (2011). It is shown that the proposed class of distribution will be more suitable for modelling skewed, multimodal data sets. Several properties of the model are studied and the maximum likelihood estimation of the parameters of the distribution is discussed. Further, the practical usefulness of the model is illustrated with the help of certain real life data sets.