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13.240 Articles in journals published by the UPC
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A note on the likelihood and moments of the skew-normal distribution

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Martínez, E. H.
Varela, H.
Gómez, H. W.
Bolfarine, Heleno
Document typeArticle
Defense date2008
PublisherInstitut d'Estadística de Catalunya
Rights accessOpen Access
Attribution-NonCommercial-NoDerivs 3.0 Spain
Except where otherwise noted, content on this work is licensed under a Creative Commons license : Attribution-NonCommercial-NoDerivs 3.0 Spain
Abstract
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting.
CitationMartínez, E. H. [et al.]. A note on the likelihood and moments of the skew-normal distribution. "SORT", 2008, vol. 32, núm. 1, p. 57-66. 
URIhttp://hdl.handle.net/2099/8944
ISSN1696-2281
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  • SORT (Statistics and Operations Research Transactions) - 2008, Vol. 32, Núm. 1 [6]
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