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Abstract

In this paper, a new form of log-alpha-skew distribution is proposed by the same methodology of Venegas et al. (2016) and investigated some of its related distributions. The moments and distributional properties of the proposed distribution are also discussed. Also, the appropriateness of this distribution are checked by performing the data fitting experiment and comparing the values of Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) with the values of some other known distributions. Likelihood ratio test is used for discriminating between normal and the proposed distributions.

Keywords

Skew Distribution Alpha-Skew Distribution Bimodal Distribution Log-Alpha-Skew Distribution AIC BIC.

Article Details

How to Cite
Shah, S., Chakraborty, S., Hazarika, P. J., & Ali, M. M. (2020). The Log-Balakrishnan-Alpha-Skew-Normal Distribution and its Applications. Pakistan Journal of Statistics and Operation Research, 16(1), 109-117. https://doi.org/10.18187/pjsor.v16i1.3080