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Abstract

This paper introduces a new class of Balakrishnan distribution by extending the multimodal skew-normal distribution proposed by Chakraborty et al. (2015). Statistical properties of the new family of distributions are studied in detail. In particular, explicit expressions of the density and distribution function, moments, skewness, kurtosis and the moments generating function are derived. Furthermore, estimation of the parameters using the maximum likelihood method of the new family of distributions is considered. Finally, the paper ends with an illustration of real-life data sets and then comparing the value of Akaike Information Criterion and Bayesian information criterion of the new distribution with some other known distributions. For the nested models, the Likelihood Ratio Test is carried out.

Keywords

Alpha Skew Distribution Balakrishnan Alpha Skew Normal Distribution Multimodal Skew Normal Distribution Skew Distribution

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How to Cite
SHAH, S., Partha Jyoti Hazarika, Dimpal Pathak, Subrata Chakraborty, & M. Masoom Ali. (2023). The Multimodal Extension of the Balakrishnan Alpha Skew Normal Distribution: Properties and Applications. Pakistan Journal of Statistics and Operation Research, 19(1), 203-217. https://doi.org/10.18187/pjsor.v19i1.4019
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