期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2013
卷号：12
期号：1
页码：57-68
DOI：10.2991/jsta.2013.12.1.5
语种：English
出版社：Atlantis Press
摘要：In this paper, we introduce a new class of symmetric bimodal distribution. We define the distribution by means of a stochastic representation as the mixture of a symmetric component alpha normal random variable with respect to the power of a uniform random variable. The proposed distribution is more flexible in terms of its kurtosis than the slashed normal distribution. Properties involving moments and moment generating function are studied. The proposed distribution is illustrated with a real application by maximum likelihood procedure.
关键词：Alpha Normal distribution;Kurtosis;Skewness;Slash distribution;Symmetric Component
