On Properties of the Bimodal Skew-Normal Distribution and an Application

被引：8

作者：

Elal-Olivero, David ^{[1
]}

Olivares-Pacheco, Juan F. ^{[1
]}

Venegas, Osvaldo ^{[2
]}

Bolfarine, Heleno ^{[3
]}

Gomez, Hector W. ^{[4
]}

机构：

[1] Univ Atacama, Fac Ingn, Dept Matemat, Copiapo 1530000, Chile

[2] Univ Catolica Temuco, Fac Ingn, Dept Ciencias Matemat & Fis, Temuco 4780000, Chile

[3] Univ Sao Paulo, Inst Matemat & Estat IME, BR-05508090 Sao Paulo, Brazil

[4] Univ Antofagasta, Fac Ciencias Basicas, Dept Matemat, Antofagasta 1240000, Chile

来源：

MATHEMATICS | 2020年 / 8卷 / 05期

关键词：

bimodal; simulation; skew-normal distribution; stochastic representation; INFERENCE; EXTENSION;

D O I：

10.3390/math8050703

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The main object of this paper is to develop an alternative construction for the bimodal skew-normal distribution. The construction is based upon a study of the mixture of skew-normal distributions. We study some basic properties of this family, its stochastic representations and expressions for its moments. Parameters are estimated using the maximum likelihood estimation method. A simulation study is carried out to observe the performance of the maximum likelihood estimators. Finally, we compare the efficiency of the new distribution with other distributions in the literature using a real data set. The study shows that the proposed approach presents satisfactory results.

引用

页数：16

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