On a flexible class of asymmetric mixture normal distribution and its applications

Abstract Here we consider a more flexible class of asymmetric mixture normal distribution and investigate some of its important statistical properties. We define its location-scale extension and discuss the method of maximum likelihood for estimating its parameters. Two real life data sets are considered for illustrating the usefulness of the model. Further, a simulation study is carried out for examining the efficiency of maximum likelihood estimators of the parameters of the distribution.