I'm trying to create Skewed Normal distribution with the following PDF

I'm using the following command for that (referenced from http://en.wikipedia.org/wiki/Skew_normal_distribution):
SkewedNormal := Distribution(PDF = unapply(2*phi(x, mu, sigma)*Phi(alpha*x, mu, sigma), x, mu, sigma, alpha))
This command executes without errors, the same as the following command:
R := RandomVariable(SkewNormal)
but the problems start when I try to do the following:
CDF(R,x)
> Error, (in Statistics:-CDF) invalid input: q uses a 3rd argument, sigma, which is missing
Ok, I add the third parameter:
CDF(R,x,y)
> Error, (in Statistics:-CDF) unexpected parameters: y
If you try previously to init random variable the following way:
R := RandomVariable(SkewNormal(mu, sigma))
> Error, (in Statistics:-Distribution) invalid input: IsKnownDistribution expects its 1st argument, dn, to be of type
name, but received module () export Conditions, PDF, Type; option Distribution, Continuous; end module
How do you create parametric distribution in Maple 14?
Thank you