Abstract
The two parameter skew-normal distribution can be viewed as having arisen from a standard normal density by hidden truncation or by an additive component construction. It is of interest to determine whether the two skewing mechanisms can yield the same asymmetric distribution when applied to other symmetric or asymmetric distributions. It is conjectured that the phenomenon only occurs in the normal case. In other cases, hidden truncation and additive components typically lead to different families of skewed distributions. Some examples are provided to illustrate the phenomenon.
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