Abstract
ABSTRACTIn this work, first some distributional properties of extended two-piece skew normal distributions are presented. Next we revisit the special case, that is two-piece skew normal distributions. Then two distributions related to two-piece skew normal distributions are studied. More precisely, we give some properties about generalized half normal distributions as well as a generalized Cauchy distribution. Finally, we discuss the distributions of linear combinations of two independent skew normal random variables.
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