Generalized skew-normal models: properties and inference
Authors:
H
ctor W. G
mez a;
Hugo S. Salinas a;
Heleno Bolfarine b
ctor W. G
mez a;
Hugo S. Salinas a;
Heleno Bolfarine b
| Affiliations: | a Departamento de Matem tica, Facultad de Ingenier a, Universidad de Atacama, Chile |
| b Departamento de Estatistica, IME, Universidad de Sao Paulo, Brasil |
DOI:
10.1080/02331880600723168
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
HTML
(English)
:
PDF
(English)
You have:
FREE ACCESS
View Article:
View Article (PDF)
View Article (HTML)
Abstract
In this article, we introduce a new family of asymmetric distributions, which depends on two parameters namely,
and β, and in the special case where β = 0, the skew-normal (SN) distribution considered by Azzallini [Azzalini, A., 1985, A class of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12, 171-178.] is obtained. Basic properties such as a stochastic representation and the derivation of maximum likelihood and moment estimators are studied. The asymptotic behaviour of both types of estimators is also investigated. Results of a small-scale simulation study is provided illustrating the usefulness of the new model. An application to a real data set is reported showing that it can present better fit than the SN distribution.
|
| Keywords: Kurtosis; Skewness; Skew-normal distribution |
| view references (14) : view citations |

Download Citation


tica, Facultad de Ingenier
a, Universidad de Atacama, Chile
and β, and in the special case where β = 0, the skew-normal (SN) distribution considered by Azzallini [Azzalini, A., 1985, A class of distributions which includes the normal ones. Scandinavian Journal of Statistics, 12, 171-178.] is obtained. Basic properties such as a stochastic representation and the derivation of maximum likelihood and moment estimators are studied. The asymptotic behaviour of both types of estimators is also investigated. Results of a small-scale simulation study is provided illustrating the usefulness of the new model. An application to a real data set is reported showing that it can present better fit than the SN distribution.
CiteULike
Del.icio.us
BibSonomy
Connotea