摘要:To analyze skewed data, skew normal distribution is proposed byAzzalini (1985). For practical problems of estimating the skewness parameterof this distribution, Gupta and Gupta (2008) suggested power normal distributionas an alternative. We search for another alternative, named tiltednormal distribution following the approach of Marshall and Olkin (1997) toadd a positive parameter to a general survival function and taking survivalfunction is of normal form. We have found out dierent properties of thisdistribution. Maximum likelihood estimate of parameters of this distributionhave been found out. Comparison of tilted normal distribution withskew normal and power normal distribution have been made.
关键词:Akaike information criterion; compound distribution; failure;rate; Kolmogorov discrepancy measure; maximum likelihood.