Generalized skew normal model

被引：55
作者：
Gupta, RC [1 ]
Gupta, RD
机构：
[1] Univ Maine, Dept Math & Stat, Orono, ME 04469 USA
[2] Univ New Brunswick, Dept Comp Sci & Appl Stat, Fredericton, NB E3B 5A3, Canada
来源：
TEST | 2004年 / 13卷 / 02期
关键词：
normal distribution; skewness; log concave; stochastic ordering; maximum likelihood estimator;
D O I：
10.1007/BF02595784
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The skew normal distribution proposed by Azzalini (1985) can be a suitable model for the analysis of data exhibiting a unimodal density function having some skewness present., a structure often occurring in data analysis. In this paper, we study a generalization of the basic Azzalini model proposed by Balakrishnan, as a discussant of Arnold and Beaver (2002). The basic structural properties of the model including the reliability properties are presented. Estimation and testing of hypothesis of the skew parameter are discussed. Some comparisons of the models in terms of mean, variance and skewness are provided. Two data sets are analyzed.
引用
收藏
页码：501 / 524
页数：24
相关论文
共 50 条
  • [21] Robust Inference for the Skew Normal Regression Model Under Type II Censoring
    Balay, Iklim Gedik
    Senoglu, Birdal
    THAILAND STATISTICIAN, 2024, 22 (03): : 547 - 564
  • [22] Skew-normal distribution in the multivariate null intercept measurement error model
    Labra, F. V.
    Aoki, R.
    Garibay, V.
    Lachos, V. H.
    BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2011, 25 (02) : 145 - 170
  • [23] CHANGE-CONSTRAINED STOCHASTIC PROGRAMMING PROBLEM WITH NORMAL, T AND SKEW NORMAL, SKEW T DISTRIBUTIONS
    Eroglu Inan, Gultac
    COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, 2021, 70 (01): : 180 - 193
  • [24] On the Skew-Normal-Cauchy Distribution
    Arrue, Jaime
    Gomez, Hector W.
    Varela, Hector
    Bolfarine, Heleno
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (01) : 15 - 27
  • [25] The multivariate skew-normal distribution
    Azzalini, A
    DallaValle, A
    BIOMETRIKA, 1996, 83 (04) : 715 - 726
  • [26] THE SKEW-NORMAL DISTRIBUTION IN SPC
    Figueiredo, Fernanda
    Ivette Gomes, M.
    REVSTAT-STATISTICAL JOURNAL, 2013, 11 (01) : 83 - 104
  • [27] Bayesian inference for the multivariate skew-normal model: A population Monte Carlo approach
    Liseo, Brunero
    Parisi, Antonio
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2013, 63 : 125 - 138
  • [28] A suite of commands for fitting the skew-normal and skew-t models
    Marchenko, Yulia V.
    Genton, Marc G.
    STATA JOURNAL, 2010, 10 (04) : 507 - 539
  • [29] On bias reduction estimators of skew-normal and skew-t distributions
    Maghami, Mohammad Mahdi
    Bahrami, Mohammad
    Sajadi, Farkhondeh Alsadat
    JOURNAL OF APPLIED STATISTICS, 2020, 47 (16) : 3030 - 3052
  • [30] Canonical transformations of skew-normal variates
    Loperfido, Nicola
    TEST, 2010, 19 (01) : 146 - 165
12345