On some sampling distributions for skew-normal population and its applications

Abstract

In this talk, first some basic properties of the Azzalini’s skew-normal distribution and its related research are reviewed. Next, we present properties of sampling distributions for skew-normal population, including explicit forms of the probability density function and cumulative density function of the sample mean, and the joint moment generating function of sample mean and sample variance, etc. Finally, two applications of the distribution of skew-normal sample mean to control chart will be provided.