期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2012
卷号：8
期号：3
页码：301-329
DOI：10.1234/pjsor.v8i3.510
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：A five-parameter distribution called the McDonald normal distribution is defined and studied. The new distribution contains, as special cases, several important distributions discussed in the literature, such as the normal, skew-normal, exponentiated normal, beta normal and Kumaraswamy normal distributions, among others. We obtain its ordinary moments, moment generating function and mean deviations. We also derive the ordinary moments of the order statistics. We use the method of maximum likelihood to fit the new distribution and illustrate its potentiality with three applications to real data.
关键词：McDonald normal distribution;Maximum likelihood estimation;Mean deviation;Moment generating function
