Hassan S. Bakouch, Hugo S. Salinas, Naushad Mamode Khan, Christophe Chesneau
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引用次数: 2
Abstract
In this article, we introduce a new general family of skewed distributions obtained through the use of a weighted skewed technique. This technique has the feature to unify two classical skewness techniques. Also, it is based on a clear stochastic representation involving a tuning weight function. General moments results are given. Subsequently, we focus our attention on a special case called asymmetric bimodal normal distribution. We investigate the maximum likelihood estimation of the parameters for this new distribution, with a complete numerical study. The developed model and method of inference are applied to some daily closing prices of some popular stocks.
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