The Skew normal distribution and the Fundamental skew-normal distribution are two generalizations of the normal one. The former can model moderate skewness and kurtosis while the latter is very useful when dealing with ordering constraint. In this paper we demonstrate that the exact samplig distribution of the Gini Concentration Index from a Skew Normal is a fundamental Skew normal distribution.
Exact distribution of the Gini Concentration index from a Skew normal sample
CROCETTA, CORRADO;
2006-01-01
Abstract
The Skew normal distribution and the Fundamental skew-normal distribution are two generalizations of the normal one. The former can model moderate skewness and kurtosis while the latter is very useful when dealing with ordering constraint. In this paper we demonstrate that the exact samplig distribution of the Gini Concentration Index from a Skew Normal is a fundamental Skew normal distribution.File in questo prodotto:
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