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

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11369/7451
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