  A five-parameter distribution called the McDonald normal distribution is
defined and studied. The new distribution contains, as special cases, several
important distributions discussed in the literature, such as the normal,
skew-normal, exponentiated normal, beta normal and Kumaraswamy normal
distributions, among others. We obtain its ordinary moments, moment generating
function and mean deviations. We also derive the ordinary moments of the order
statistics. We use the method of maximum likelihood to fit the new distribution
and illustrate its potentiality with three applications to real data.
