The Exponential-Centred Skew-Normal Distribution

Abstract

Data from some research fields tend to exhibit a positive skew. For example, in experimental psychology, reaction times (RTs) are characterised as being positively skewed. However, it is not unlikely that RTs can take a normal or, even, a negative shape. While the Ex-Gaussian distribution is suitable to model positively skewed data, it cannot cope with negatively skewed data. This manuscript proposes a distribution that can deal with both negative and positive skews: the exponential-centred skew-normal (ECSN) distribution. The mathematical properties of the proposed distribution are reported, and it is featured in two non-synthetic datasets.

Keywords

• Ex-Gaussian distribution
• skew-normal distribution
• moments
• maximum likelihood estimation
• score function
• observed information matrix