Truncated skew-normal distributions: Moments, estimation by weighted moments and application to climatic data

被引:27
|
作者
Flecher C. [1 ,2 ]
Allard D. [1 ]
Naveau P. [2 ]
机构
[1] Biostatistics and Spatial Processes, INRA
[2] Laboratoire des Sciences du Climat et de l'Environnement, CNRS, Gif-sur-Yvette
关键词
Classical moments; Inference methods; Relative humidity; Truncated skew-normal distributions; Weighted moments;
D O I
10.1007/BF03263543
中图分类号
学科分类号
摘要
In this paper we derive an expression of the mth order moments and some weighted moments of truncated skew-normal distributions. We link these formulas to previous results for truncated distributions and non truncated skew-normal distributions. Methods to estimate skew-normal parameters using weighted moments are proposed and compared to other classical techniques. In a second step we propose to model the distribution of relative humidity with a truncated skew-normal distribution.
引用
收藏
页码:331 / 345
页数:14
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