The Skew-Normal Approximation to the Binomial Distribution

Jose Almer T. Sanqui
Appalachian State University

Abstract

We consider the skew-normal approximation to the binomial distribution.
We first review briefly the skew-normal distribution, introduced by
Azzalini (1985), and some of its formal properties. The skew-normal family
of distributions is a flexible family of distributions which includes the
normal distribution as a special case when the skewness parameter = 0.
In this paper, we discuss the implementation of the skew-normal
approximation to the binomial distribution and discuss improvements of this
approximation to the classical normal approximation.