L. C. R. P. Watagoda, H. S. R. A. Don, Jose Almer T. Sanqui
{"title":"A cosine approximation to the skew normal distribution","authors":"L. C. R. P. Watagoda, H. S. R. A. Don, Jose Almer T. Sanqui","doi":"10.12988/imf.2019.9939","DOIUrl":null,"url":null,"abstract":"We propose a new approximation to the skew normal distribution, a cosine approximation (CASN). This distribution is in a closed form and easy to use. CASN is especially useful in statistical inference as it approximates the tail probabilities with very small absolute errors. Graphical and numerical comparisons are conducted to compare the probability density functions of skew normal and the CASN . Mathematics Subject Classification: 62E17","PeriodicalId":107214,"journal":{"name":"International Mathematical Forum","volume":"11 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"International Mathematical Forum","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.12988/imf.2019.9939","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We propose a new approximation to the skew normal distribution, a cosine approximation (CASN). This distribution is in a closed form and easy to use. CASN is especially useful in statistical inference as it approximates the tail probabilities with very small absolute errors. Graphical and numerical comparisons are conducted to compare the probability density functions of skew normal and the CASN . Mathematics Subject Classification: 62E17