Questions tagged [skew-normal]

A family of probability distributions that includes the normal distribution as a special case, but which generalise it by allowing the distribution to be skewed.

41 questions
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Skew t student function for multivariate variables

I just learned about Skew t student function. I would like to understand one point. From the definition of this function, I see that for multivariate data, say 6 variables, the degree of freedom and ...
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skew normal computation

I want to compute probabilities assuming data have log skew normal distribution (in R). As I couldn't find any package that directly computes log skew normal (as plnorm does log normal), I am ...
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Skewness Impact on Classification

I have a dataset with 134 attributes and my goal is to build a binary classification model. While exploring the dataset, I found that there was high skewness present in the attributes. I wanted to ...
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Sampling from Skew Normal Distribution

I want to draw samples from a skew normal distribution as part of a matlab project of mine. I already implemented the CDF and PDF of the distribution, but sampling from it still bothers me. Sadly, the ...
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Is the skew normal distribution a member of the exponential family

I'm trying to proof that the skew normal distribution ist part of the exponential family, but I cannot find a solution. So is it a member of the exponential family or are my assumptions misleading? ...
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Bivariate Skewed Normal Distribution

What is the equation for a multivariate skewed normal distribution, specifically a two dimensional skewed normal distribution?
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Known univariate unimodal analytical convolution with gaussian

I have data that are distributed with an unknown distribution. The data are from one continuous variable and unimodal. The shape looks like a gaussian, but it is asymmetric and with more long tails. ...
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When to use skew normal regression via MCMC (mixture models)?

When do I use skew normal or skew t regression via MCMC? Do I use them when the data are heavily skewed, for example income data? Or do I fit a normal regression model first and inspect the residuals ...
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Parameter estimates for skew normal distribution

What are the formulaic parameter estimates for the skew-normal? If you can, the derivation via MLE or Mom would be great too. Thanks Edit. I have a set of data for which I can tell visually by plots ...