Is there a way to model data that are skew normally distributed, but for which one builds in two seperate standard deviations?
The parameter σ_1
$σ_1$ should specify the 15.9% to 50% interval, whereas σ_2
$σ_2$ should specify the 50% to 84.1% interval (i.e., the middle 68.2% of values).
The idea is that the values of σ_1
$σ_1$ and σ_2
$σ_2$ should be computed from the data; and together with the mean, give parameters to plot the representative probability density function. The result will look skew normally distributed, unless σ_1 = σ_2
$σ_1 = σ_2$, in which case the PDF would be modeled as a normal curve. Importantly, the area under the probability density curve between σ_1
$σ_1$ and the mean as well as the area between the mean and σ_2
$σ_2$ should both be 34.1% of the probability and 68.2% when combined.
Note that the skew normal distribution, the log-normal distribution and the Raleigh distribution does not seem to allow this trivially as they don't have two such σ_1
$σ_1$ and σ_2
$σ_2$ parameters.
An example for which σ_2 > σ_1
$σ_2 > σ_1$: