Alpha-Skew Generalized Normal Distribution and its Applications

The main object of this paper is to introduce a new family of distributions, which is quite flexible to fit both unimodal and bimodal shapes. This new family is entitled alpha-skew generalized normal (ASGN), that skews the symmetric distributions, especially generalized normal distribution through this paper. Here, some properties of this new distribution including cumulative distribution function, survival function, hazard rate function and moments are derived. To estimate the model parameters, the maximum likelihood estimators and the asymptotic distribution of the estimators are discussed. The observed information matrix is derived. Finally, the flexibility of the new distribution, as well as its effectiveness in comparison with other distributions, are shown via an application