Moments of truncated scale mixtures of skew-normal distributions

被引：6
|
作者：
Lachos, Victor H. [1 ]
Garay, Aldo M. [2 ]
Cabral, Celso R. B. [3 ]
机构：
[1] Univ Connecticut, Dept Stat, Storrs, CT 06269 USA
[2] Univ Fed Pernambuco, Dept Stat, BR-50740540 Recife, PE, Brazil
[3] Univ Fed Amazonas, Dept Stat, BR-69080900 Manaus, Amazonas, Brazil
来源：
BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS | 2020年 / 34卷 / 03期
基金：
巴西圣保罗研究基金会;
关键词：
Kurtosis; moments; truncated distributions; scale mixtures of skew-normal distributions; skewness; EM;
D O I：
10.1214/19-BJPS438
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this work, we consider the problem of finding the moments of a doubly truncated member of the class of scale mixtures of skew-normal (TSMSN) distributions. We obtain a general result and then use it to derive the moments in the case of doubly truncated versions of skew-normal, skewt, skew-slash and skew-contaminated normal distributions. Many properties of the TSMSN family are studied, inference procedures are developed and a simulation study is performed to assess the procedures. Two applications are also provided, one of them in the context of censored regression models and another in the field of actuarial sciences.
引用
收藏
页码：478 / 494
页数：17
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