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)

Date:	2008
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.
Rights:	Tots els drets reservats
Language:	Anglès
Form:	article ; publishedVersion
Subject:	Skew-normal distribution ; Maximum likelihood equations ; Moments
Published in:	SORT : statistics and operations research transactions, Vol. 32, Núm. 1 (January-June 2008) , p. 57-66, ISSN 1696-2281

10 p, 87.7 KB  Accés restringit a la UAB

The record appears in these collections:
Articles > Published articles > SORT : Statistics and Operations Research Transactions