In this paper we consider a general setting of skew-symmetric distribution which was constructed by Azzalini (1985), and its properties are presented. A suitable empirical estimator for a skew-symmetric distribution is proposed. In data analysis, by comparing this empirical model with the estimated skew-normal distribution, we show that the proposed empirical model has a better fit in density estimation, via some simulations.
Towhidi M, Shaghaghian M. On Some Properties and Estimation of a Skew Symmetric Density Function. , JSRI. 2009; 5 (2) :161-170 URL: http://jsri.srtc.ac.ir/article-1-121-en.html
