Artículo
The Extended Half-Skew Normal Distribution
Autor/es | Santoro, Karol I.
Gómez, Héctor J. Gallardo, Diego I. Barranco Chamorro, Inmaculada Gómez, Héctor W. |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 2022 |
Fecha de depósito | 2023-04-14 |
Publicado en |
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Resumen | A new class of densities for modelling non-negative data, which is based on the skewsymmetric family of distributions proposed by Azzalini is introduced.We focus on the model generated by the skew-normal distribution, ... A new class of densities for modelling non-negative data, which is based on the skewsymmetric family of distributions proposed by Azzalini is introduced.We focus on the model generated by the skew-normal distribution, called Extended Half Skew-Normal distribution. Its relevant properties are studied. These are pdf, cdf, moments, mgf, and stochastic representation. The parameters are estimated by moment and maximum likelihood methods. A simulation study to assess the performance of the maximum likelihood estimators in finite samples was carried out. Two real applications are included, in which the EHSN provides a better fit than other proposals in the literature. |
Cita | Santoro, K.I., Gómez, H.J., Gallardo, D.I., Barranco Chamorro, I. y Gómez, H.W. (2022). The Extended Half-Skew Normal Distribution. Mathematics, 10 (20), 1-19. https://doi.org/10.3390/math10203740. |
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mathematics-10-03740.pdf | 1000.Kb | [PDF] | Ver/ | |