Bimodal and Multimodal Extensions of the Normal and Skew Normal Distributions

A transformation of a density function is introduced to derive two families of continuous densities, the first symmetric and the second not-necessarily symmetric, exhibiting both unimodality and bimodality. Their respective density functions are provided in closed form, allowing us to simply obtain...

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Bibliographic Details
Main Authors: Emilio Gómez-Déniz, Enrique Calderín-Ojeda, José M. Sarabia
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2025-05-01
Series:Revstat Statistical Journal
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Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/563
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Summary:A transformation of a density function is introduced to derive two families of continuous densities, the first symmetric and the second not-necessarily symmetric, exhibiting both unimodality and bimodality. Their respective density functions are provided in closed form, allowing us to simply obtain moments and related quantities. We focus on the case where the normal distribution is considered, although it can be applied to other models, such as the logistic and Cauchy distributions. This transformation is also extended to derive a family of asymmetric unimodal and bimodal distributions via Azzalini’s scheme. An example related to environmental science illustrate these models’ practical performance.
ISSN:1645-6726
2183-0371