Re: Flexible probability density function


"> Which is the most flexible probability distribution that spans from

(1) -inf to +inf
(2) zero to +inf

I am guessing Weibull could be a good choice for (2). Any ideas about (1)?

When I say flexible, the distribution should take symmetric as well skewed
shape depending on the distribution parameters.

Any help is greatly appreciated.

regards,
Ramesh Rebba

For (1) there is the Skew-Normal distribution that allow you to obtain
several type of skewness based on a shape parameter and includes the Normal
distribution as special case. See this link
http://azzalini.stat.unipd.it/SN/.


.

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