A note on the rescaling of the skew-normal distribution
Author
Venegas, Osvaldo
Elal-Olivero, David
Gómez, Héctor W.
Abstract
In this article, we show that certain skew-normal parametric statistical models are a result of rescalings of the skew normal model studied by Azzalini (1985). Using this procedure we define a class of skew-normal distributions and we study its moment, skewness and kurtosis coefficients. At the end of this article we will use this classof distribution to make some extensions of the skew-normal model.