Questions tagged [skew-normal-distribution]

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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11
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1answer
6k views

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 ...
4
votes
3answers
7k views

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 ...
9
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3answers
3k views

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 ...
8
votes
1answer
371 views

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 ...
3
votes
2answers
5k views

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 ...
1
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1answer
4k views

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 (...
0
votes
1answer
384 views

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 ...