A note on the likelihood and moments of the skew-normal distribution
Martínez, E. H.
(Universidad de Antofagasta)Varela, H.
(Universidad de Antofagasta)Gómez, H. W.
(Universidad de Atacama (Chile))Bolfarine, Heleno
(Universidad de Sao Paulo)
||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.
||Tots els drets reservats
||article ; publishedVersion
Skew-normal distribution ;
Maximum likelihood equations ;
||SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 57-66, ISSN 1696-2281
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Record created 2012-07-20, last modified 2012-11-29