Main Article Content

Abstract

In this paper, a new form of alpha-beta-skew distribution is proposed under Balakrishnan (2002) mechanism and investigated some of its related distributions. The most important feature of this new distribution is that it is versatile enough to support both unimodal and bimodal as well as multimodal behaviors of the distribution. The moments, distributional properties and some extensions of the proposed distribution have also been studied.  Finally, the suitability of the proposed distribution has been tested by conducting data fitting experiment and comparing the values of Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC) with the values of some other related distributions. Likelihood Ratio testis used for discriminating between normal and the proposed distributions.

Keywords

Skew-Normal Distribution Alpha-Beta-Skew-Normal Distribution Bimodal Distribution Likelihood Ratio Test AIC BIC

Article Details

How to Cite
Shah, S., Hazarika, P. J., Chakraborty, S., & Ali, M. M. (2021). The Balakrishnan-Alpha-Beta-Skew-Normal Distribution: Properties and Applications. Pakistan Journal of Statistics and Operation Research, 17(2), 367-380. https://doi.org/10.18187/pjsor.v17i2.3731

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