Distributions and their applications

De Moivre (1738)

Normal distribution

Gauss (1809)

Normal applied in astronomy

Subbotin (1923)


Aitchison J. and Brown J.A.C. (1957)

Lognormal distribution

Leone F.C., Nottinghan R.B., Nelson L.S. (1961)

Folded normal distribution

William H. Rogers and John Tukey (1972)

Slash distribution

Azzalini (1985, 1986)

Skew-normal distribution

Azzalini (1986)


Zolotarev V.M. (1986)

Stable distribution

Fernandez et al. (1995)2

Modified SEPD

Mudholkar and Hutson (2000)

Epsilon-skew-normal family (ESN)

Swamee P.K. (2002)

Near lognormal distribution

Ayebo and Kozubowski (2004)

SEPD in finance

DiCiccio and Monti (2004)

Properties of MLE of the SEPD

Zhu and Zinde-Walsh (2009)