A class of flexible weighted distributions for modelling and analyzing non-normal data

被引：0
作者：
Hea-Jung Kim
机构：
[1] Dongguk University,Department of Statistics
来源：
Journal of the Korean Statistical Society | 2008年 / 37卷
关键词：
Classification; Doubly truncated distribution; Noncentral t-distribution; Weighted distribution; primary 62E10; secondary 62F30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper introduces a class of weighted normal distributions, which includes the normal and skew-normal distributions as its special members. This class is defined as the marginal distribution of a bivariate normal-doubly truncated noncentral t distribution and studied from several aspects such as weighting of normal density functions, inequality constrained distributions, scale mixture of bivariate normal and probabilistic representations. The relationships among these aspects are given, and various properties of the class are also discussed. Necessary theories and two applications are provided.
引用
收藏
页码：107 / 118
页数：11
相关论文
共 26 条
  • [1] Arnold B C(2002)Skewed multivariate models related to hidden truncation and/or selective reporting Test 11 7-54
  • [2] Beaver R J(1993)The nontruncated marginal of a truncated bivariate normal distribution Psychometrica 58 471-478
  • [3] Arnold B C(1985)A class of distributions which includes the normal ones Scandinavian Journal of Statistics 12 171-178
  • [4] Beaver R J(1986)Screening in a normal model Journal of the Royal Statistical Society, Ser. B 48 60-69
  • [5] Groeneveld R A(1999)Monte Carlo estimation of Bayesian credible and HPD intervals Journal of Computational and Graphical Statistics 8 69-92
  • [6] Meeker W Q(1964)Two theorems for inferences about the normal distribution with applications in acceptance sampling Journal of the American Statistical Association 59 89-95
  • [7] Azzalini A(1931)Introduction to “Table of Hh Functions” Airey 1931 24-35
  • [8] Boys I J(1976)Factor VIII and factor VIII related antigan in normal South African blacks ad black carrier group Thrombosis Research 9 293-299
  • [9] Dunsmore I R(1995)Approximation to multivariate rectangle probabilities based on conditional expectations Journal of the American Statistical Association 90 957-966
  • [10] Chen M-H(2005)On a class of two-piece skew-normal distributions Statistics 39 537-553
123