Abstract
We introduce a novel probability distribution that may be used to model both skewed and symmetric data. This new distribution, called the skew-symmetric Gudermanian-Laplace (SSGL) distribution, includes a shape parameter that allows it to change the asymmetry. Some fundamental statistical properties of the new distribution have been given explicit analytical expressions. The study also includes parameter estimations and simulation sections. We considered two datasets in the real-world data application. The first dataset is the "heights of 100 Australian athletes" data, which is discussed in many studies examining alternative skewed models. The second dataset contains the average wind speeds recorded by the İstanbul Çatalca meteorological observatory in January 2020. We showed that the SSGL distribution outperforms its well-known alternative, the Skew-Normal distribution, in both datasets. As a result of the study, it was concluded that the SSGL distribution is a suitable alternative for modeling skewed data.
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