Bimodal extension based on the skew-t-normal distribution
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2019
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Brazilian Statistical Association
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In this paper, a skew and uni-/bi-modal extension of the Student-t distribution is considered. This model is more flexible and has wider ranges of skewness and kurtosis than the other skew distributions in literature. Fisher information matrix for the proposed model and some submodels are derived. With a simulation study and some real data sets, applicability of the proposed models are illustrated.