**7. Conclusions**

In this paper, we have introduced a new and more flexible model, as it increases kurtosis and contains, as a particular case, the HN distribution. The EM algorithm is implemented, obtaining acceptable results for the maximum likelihood estimators. In applications using real data it performs very well, better than competing models. Some further characteristics of the MSHN distribution are:


**Author Contributions:** N.M.O., O.V., Y.M.G. and Y.A.I. contributed significantly to this research article.

**Funding:** The research of Neveka M. Olmos and Yuri A. Iriarte was supported by SEMILLERO UA-2019. The research of Yolanda M. Gómez was supported by proyecto DIUDA programa de inserción No. 22367 of the Universidad de Atacama.

**Acknowledgments:** The authors would like to thank the editor and the anonymous referees for their comments and suggestions, which significantly improved our manuscript.

**Conflicts of Interest:** The authors declare no conflict of interest.
