# 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.

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### How to define a skewed distribution using mode and two inflection points? [duplicate]

I want to define a skewed distribution function and plot it in python using the mode and inflection points parameter values instead of using the mean and standard deviation. For example, I have ...
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### Why does deviation from uniform distribution suggest skewed-t model may not provide adequate fits for copula model

I read a book titled "Statistics and Data Analysis for Financial Engineering with R examples". At page 203, I read the following paragraph. "Figure 8....
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### How to improve upon my composite index from right skewed data in R

Do you have any advice for creating an index from right skewed-data with several extreme outliers in R. I am new to creating indexes for analysis and could use some advice on how to do it in R. So ...
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### Multivariate Skewed Normal fit Maximum product of Spacing

I am trying to fit a Multivariate Skewed Normal in R given the parametrization in the sn package. Here a piece the piece of code I'm using: I first define two functions I'm gonna use: ...
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### Generating random values from multivariate Skew Normal distribution (fixing slant parameter)

I'm struggling on how can I generate values from multivariate Skew Normal distribution in R, fixing the location and scale parameter and the slant parameter for the ...
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### Dealing with non positive definite matrix covariance (possible numeric issue)

I'm generating random number of a multivariate skew normal distribution. Here is my code: ...
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### Finding parameters of a skew normal distribution knowing only the first and last deciles and a mean

I only know Q(0.1;…), Q(0.9;…) and the mean value, so I would like to know if there’s a way to find the parameters of skew normal distribution that fit to my data. For example, Q(0.1;…)=6670, Q(0.9;…)=...
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### how to adjust a skewed distribution to normal?

The Totalpoints variable of the Decathlon dataset in R is a skewed distribution. How can I adjust it to normal? ...
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### Generate random values to mimic skewness

I have a actual set of data where the variables are heavily skewed, both positively and negatively. I need to generate random sample data for the values going forward. The data needs to be similarly ...
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### How do I interpret the posteriors in a skew-normal mixed model?

I ran in brms a model with "skew-normal" link function. I would like to know how to interpret the model output. All my independent variables are scaled. If it was a model with normal link function I ...
363 views

### Generating skew-normal distribution in Matlab

My apologies if this is a trivial question, but I am having trouble with this for a while now. I need to use a skew-normal distribution in research in MATLAB and the only way I found after googling ...
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### Is a distribution that is normal, but highly skewed, considered Gaussian?

I have this question: What do you think the distribution of time spent per day on YouTube looks like? My answer is that it is probably normally distributed and highly left skewed. I expect there is ...
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### Does 68–95–99.7 rule apply to skewed distributions as well and are they statistically correct?

I am not much familiar with statistics, but for my current simulation, I am using it to analyze my results from Monte-Carlo simulation. I understand the 68–95–99.7 rule. However, I want to confirm (...
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### fitting a distribution to skewed data with negative values

I am trying to model data about altruistic behavior in a simple lab experiment. I have one value for each participant in the sample (N=479), describing how altruistic that person was. As you can see ...
216 views

### Find the error on the peak value (mode) of a skewed gaussian

I have a distribution of data that follows approximately a skewed gaussian distribution (count rate vs time). I fit the distribution with the following function in python: ...
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### What's the skewed-t distribution?

I have just learned GARCH model. One condition distribution of it is "sstd". One question of my coursework is to justify if the conditional distribution is skewed. I have seen another example sheet ...
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### Parametric Definition of Skewed Normal Distribution with Left and Right Percentile

Is it possible to easily build a Skewed Normal Distribution with these 3 parameters? -Mean (or median) 99.7-th Percentile for data to the left of the mean (median) 99.7-th Percentile for data to the ...
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### Show that $Y_1+Y_2$ have distribution skew-normal

Let $Y_1\sim SN(\mu_1,\sigma_1^2,\lambda)$ and $Y_2\sim N(\mu_2,\sigma_2^2)$ independents. Show that $Y_1+Y_2$ have a skew-normal distribution and find the parameters of this distribution. Since ...
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### Estimate parameters for skew normal distribution

I know there is already at least one question answer with this, but I think the solution does not apply in my case. I have a population for which I know the mean, variance and skewness. I saw how to ...
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### How to fit a mixed effect model to a left skewed continuous response

Does anyone have any suggestions (short of transforming my data) on how to fit a mixed effect model to a continuous response variable that is left-skewed? Other words, what probability density ...
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### Finding the parameters of a skew normal distribution from quantiles

Suppose I have three quantile values of a skew normal distribution. How do I calculate the parameters of the distribution? For one simple example, suppose I know the 10%, 50%, and 90% points of the ...
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### Simulating from a skew normal distribution

I am analyzing a data set in R, the histogram gives an impression of a normal distribution, but the qqplot suggests a slightly skewed normal distribution, so I want to try this out as well. I fitted ...
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### Multivariate asymmetric generalized gaussian distribution

I would like to write the distribution of a multivariate asymmetric generalized gaussian distribution and plot the result with Matlab. So far I was able to write the code to create a bivariate ...
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### Describing random variables: “Defined as” contrasted to “has the property of”

This was inspired by this question and the comment of user @Did to it. At first it may appear as some subtlety that would interest some educational course only. But since it relates to how we ...
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### Dealing with shape parameter of standardized skew normal distribution in DCC-GARCH

Say we have a GARCH(1,1) equation such as $h_t = \omega + \alpha\varepsilon^2_{t-1} + \beta h_{t-1}$ and $\varepsilon_{t-1}$ follows a standardized skew normal distribution. Using MLE we get the ...
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### Getting expected value from Standard Deviation and Skew?

If I have: - Standard deviation - Skew What additional information can I calculate ? Could I calculate Expected Value?
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### Finding a “skew normal distribution” for given data

I am given a set of $n$ pairs $(x_i, y_i)$, where the $x$-coordinates can be interpreted as the measured values of a random variable $X$ and the $y$-coordinates can be interpreted as some "scaled" ...
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### Skewness - why is this distribution right skewed?

If I interpret the accepted answer here correctly, I would say that the distribution below is right skewed (because of the points above the straight line on the far right). I don't really understand ...
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### Method of moments for skew-t distribution

I'm trying to work out how to apply the method of moments to estimate the parameters of the skew-t distribution. From slide 12 of the following presentation: http://www.eief.it/files/2008/11/monti-8-...
Are a standard Gaussian and a skew Gaussian nested? I'd say yes, because when we set the skewness parameter $\alpha=0$ in the skew normal we get the standard Gaussian. Also, are the normal/skew ...