A new generalization of the normal distribution: the gamma-normal distribution and its applications

Abstract

Statistical distributions are commonly applied to describe real world phenomena. Due to the usefulness of statistical distributions, their theory is widely studied and new distributions are developed. The interest in developing more flexible statistical distributions remains strong in statistics profession. Many generalized classes of distributions have been developed and applied to describe various phenomena. Recently, Alzaatreh et al. (2014) developed a new method to generate family of distributions and called it the gamma-X family of distributions.