A Generalization of the Skew-Normal Distribution: The Beta Skew-Normal

We consider a new generalization of the skew-normal distribution introduced by Azzalini (1985). We denote this distribution Beta skew-normal (BSN) since it is a special case of the Beta generated distribution (Jones (2004)). Some properties of the BSN are studied. We pay attention to some generalizations of the skew-normal distribution (Bahrami et al. (2009), Sharafi and Behboodian (2008), Yadegari et al. (2008)) and to their relations with the BSN