Note that 
is the 
pdf for 
The pdfs are left skewed for α < 0=”” and=”” right=”” skewed=”” for=”” α=””> 0. Using R, verify this by plotting the pdfs for α = −3, −2, −1, 1, 2, 3. Here’s the code for α = −3:
This family is called the skewed normal family; see Azzalini (1985).