A Unimodal/Bimodal Skew/Symmetric Distribution Generated from Lambert’s Transformation

• Main Authors: Yuri A. Iriarte , Mário de Castro, Héctor W. Gómez
• Format: Article
• Language: English
• Published: MDPI AG 2021-02-01
• Series: Symmetry
• Subjects: bimodality; generalized bimodal distribution; lambert-F generator; shape parameter; skewness
• Online Access: https://www.mdpi.com/2073-8994/13/2/269

The generalized bimodal distribution is especially efficient in modeling univariate data exhibiting symmetry and bimodality. However, its performance is poor when the data show important levels of skewness. This article introduces a new unimodal/bimodal distribution capable of modeling different skewness levels. The proposal arises from the recently introduced Lambert transformation when considering a generalized bimodal baseline distribution. The bimodal-normal and generalized bimodal distributions can be derived as special cases of the new distribution. The main structural properties are derived and the parameter estimation is carried out under the maximum likelihood method. The behavior of the estimators is assessed through simulation experiments. Finally, two applications are presented in order to illustrate the utility of the proposed distribution in data modeling in different real settings.