Estimation of Parameters of the Unified Skew Normal Distribution Using the Method of Weighted Moments

被引：0
|
作者：
Arjun K. Gupta
Mohammad A. Aziz
机构：
[1] Bowling Green State University,Department of Mathematics and Statistics
[2] University of Wisconsin-Eau Claire,Department of Mathematics
来源：
Journal of Statistical Theory and Practice | 2012年 / 6卷 / 3期
关键词：
Primary 62 H10; Secondary 62P20; Box plot; Histogram; Moment generating function; Unified skew normal distribution; Weighted moments;
D O I：
10.1080/15598608.2012.697841
中图分类号：
学科分类号：
摘要：
Modeling skewness based on the class of skew normal distributions has drawn considerable attention in recent years. However, there still remain lots of challenges related to the inferences about the parameters of the skew normal distribution. In this article, we study the weighted moments estimators for the unified skew normal distribution. Our analytical results and numerical illustrations show that weighted moments method accurately estimates the parameters of the unified skew normal distribution.
引用
收藏
页码：402 / 416
页数：14
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