T-normal family of distributions: a new approach to generalize the normal distribution

The idea of generating skewed distributions from normal has been of great interest among researchers for decades. This paper proposes four families of generalized normal distributions using the T -X framework. These four families of distributions are named as T -normal families arising from the quantile functions of (i) standard exponential, (ii) standard log-logistic, (iii) standard logistic and (iv) standard extreme value distributions. Some general properties including moments, mean deviations and Shannon entropy of the T -normal family are studied. Four new generalized normal distributions are developed using the T -normal method. Some properties of these four generalized normal distributions are studied in detail. The shapes of the proposed T -normal distributions can be symmetric, skewed to the right, skewed to the left, or bimodal. Two data sets, one skewed unimodal and the other bimodal, are fitted by using the generalized T -normal distributions.