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A note on the likelihood and moments of the skew-normal distribution
| dc.contributor.author | Martínez, E. H. |
| dc.contributor.author | Varela, H. |
| dc.contributor.author | Gómez, H. W. |
| dc.contributor.author | Bolfarine, Heleno |
| dc.date.accessioned | 2010-04-27T14:41:36Z |
| dc.date.available | 2010-04-27T14:41:36Z |
| dc.date.issued | 2008 |
| dc.identifier.citation | Martínez, 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. |
| dc.identifier.issn | 1696-2281 |
| dc.identifier.uri | http://hdl.handle.net/2099/8944 |
| dc.description.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. |
| dc.format.extent | 10 p. |
| dc.language.iso | eng |
| dc.publisher | Institut d'Estadística de Catalunya |
| dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
| dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
| dc.subject.lcsh | Mathematical statistics |
| dc.subject.lcsh | Numerical analysis--Simulation methods ; Stochastic differential equations--Numerical solutions |
| dc.subject.other | Skew-normal distribution |
| dc.subject.other | Maximum likelihood equations |
| dc.subject.other | Moments |
| dc.title | A note on the likelihood and moments of the skew-normal distribution |
| dc.type | Article |
| dc.subject.lemac | Estadística matemàtica |
| dc.subject.lemac | Anàlisi numèrica |
| dc.description.peerreviewed | Peer Reviewed |
| dc.subject.ams | Classificació AMS::62 Statistics::62F Parametric inference |
| dc.subject.ams | Classificació AMS::65 Numerical analysis::65C Probabilistic methods, simulation and stochastic differential equations |
| dc.rights.access | Open Access |
| local.citation.author | Martínez, E. H.; Varela, H.; Gómez, H. W.; Bolfarine, Heleno |
| local.citation.publicationName | SORT |
| local.citation.volume | 32 |
| local.citation.number | 1 |
| local.citation.startingPage | 57 |
| local.citation.endingPage | 66 |
