ALPHA-SKEW-NORMAL DISTRIBUTION

The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.

Saved in:
Bibliographic Details
Main Author: Elal-Olivero,David
Format: Digital revista
Language:English
Published: Universidad Católica del Norte, Departamento de Matemáticas 2010
Online Access:http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172010000300006
Tags: Add Tag
No Tags, Be the first to tag this record!
id oai:scielo:S0716-09172010000300006
record_format ojs
spelling oai:scielo:S0716-091720100003000062010-12-29ALPHA-SKEW-NORMAL DISTRIBUTIONElal-Olivero,David Asymmetry Bimodality Skew-normal distribution Stochastic representation Maximum likelihood estimation Singular information matrix The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.info:eu-repo/semantics/openAccessUniversidad Católica del Norte, Departamento de MatemáticasProyecciones (Antofagasta) v.29 n.3 20102010-12-01text/htmlhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172010000300006en10.4067/S0716-09172010000300006
institution SCIELO
collection OJS
country Chile
countrycode CL
component Revista
access En linea
databasecode rev-scielo-cl
tag revista
region America del Sur
libraryname SciELO
language English
format Digital
author Elal-Olivero,David
spellingShingle Elal-Olivero,David
ALPHA-SKEW-NORMAL DISTRIBUTION
author_facet Elal-Olivero,David
author_sort Elal-Olivero,David
title ALPHA-SKEW-NORMAL DISTRIBUTION
title_short ALPHA-SKEW-NORMAL DISTRIBUTION
title_full ALPHA-SKEW-NORMAL DISTRIBUTION
title_fullStr ALPHA-SKEW-NORMAL DISTRIBUTION
title_full_unstemmed ALPHA-SKEW-NORMAL DISTRIBUTION
title_sort alpha-skew-normal distribution
description The main object of this paper is to introduce an alternative form of generate asymmetry in the normal distribution that allows to fit unimodal and bimodal data sets. Basic properties of this new distribution, such as stochastic representation, moments, maximum likelihood and the singularity of the Fisher information matrix are studied. The methodology developed is illustrated with a real application.
publisher Universidad Católica del Norte, Departamento de Matemáticas
publishDate 2010
url http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0716-09172010000300006
work_keys_str_mv AT elaloliverodavid alphaskewnormaldistribution
_version_ 1755990034767413248