Skew‐normal distributions extend the traditional normal model by incorporating a parameter that accounts for asymmetry, thereby providing a more flexible framework for modelling real‐world data.

As is well known, the normal distribution is a key tool in probability and statistics. It can be described as a distribution that obeys a universal rule derived from one of the most important theorems ...

Data from many applied fields exhibit both heavy tail and skewness behavior. For this reason, in the last few decades, there has been a growing interest in exploring parametric classes of ...

In this paper the multivariate skew normal distribution, introduced by Azzalini and Dalla Valle (1996), is used as a basis in density expansions. A short summary of main properties of the distribution ...