A note on the likelihood and moments of the skew-normal distribution

In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that th...

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Detalhes bibliográficos
Autores: Martínez, Eliseo H., Varela, Héctor, Gómez, Héctor W.|||0000-0003-3726-5507, Bolfarine, Heleno
Formato: artículo
Fecha de publicación:2008
País:España
Recursos:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:97493
Acesso em linha:https://ddd.uab.cat/record/97493
Access Level:acceso abierto
Palavra-chave:Skew-normal distribution
Maximum likelihood equations
Moments
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spelling A note on the likelihood and moments of the skew-normal distributionMartínez, Eliseo H.Varela, HéctorGómez, Héctor W.|||0000-0003-3726-5507Bolfarine, HelenoSkew-normal distributionMaximum likelihood equationsMomentsIn this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting. 22008-01-0120082008-01-01Articlehttp://purl.org/coar/resource_type/c_6501VoRhttp://purl.org/coar/version/c_970fb48d4fbd8a85info:eu-repo/semantics/articleapplication/pdfhttps://ddd.uab.cat/record/97493reponame:Dipòsit Digital de Documents de la UABinstname:Universitat Autònoma de BarcelonaInglésengopen accesshttp://purl.org/coar/access_right/c_abf2Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial, la distribució, i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades.https://creativecommons.org/licenses/by-nc-nd/3.0/info:eu-repo/semantics/openAccessoai:ddd.uab.cat:974932026-06-06T12:50:31Z
dc.title.none.fl_str_mv A note on the likelihood and moments of the skew-normal distribution
title A note on the likelihood and moments of the skew-normal distribution
spellingShingle A note on the likelihood and moments of the skew-normal distribution
Martínez, Eliseo H.
Skew-normal distribution
Maximum likelihood equations
Moments
title_short A note on the likelihood and moments of the skew-normal distribution
title_full A note on the likelihood and moments of the skew-normal distribution
title_fullStr A note on the likelihood and moments of the skew-normal distribution
title_full_unstemmed A note on the likelihood and moments of the skew-normal distribution
title_sort A note on the likelihood and moments of the skew-normal distribution
dc.creator.none.fl_str_mv Martínez, Eliseo H.
Varela, Héctor
Gómez, Héctor W.|||0000-0003-3726-5507
Bolfarine, Heleno
author Martínez, Eliseo H.
author_facet Martínez, Eliseo H.
Varela, Héctor
Gómez, Héctor W.|||0000-0003-3726-5507
Bolfarine, Heleno
author_role author
author2 Varela, Héctor
Gómez, Héctor W.|||0000-0003-3726-5507
Bolfarine, Heleno
author2_role author
author
author
dc.subject.none.fl_str_mv Skew-normal distribution
Maximum likelihood equations
Moments
topic Skew-normal distribution
Maximum likelihood equations
Moments
description In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the likelihood equation are established, which seem to hold in more general setting.
publishDate 2008
dc.date.none.fl_str_mv 2
2008-01-01
2008
2008-01-01
dc.type.none.fl_str_mv Article
http://purl.org/coar/resource_type/c_6501
VoR
http://purl.org/coar/version/c_970fb48d4fbd8a85
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://ddd.uab.cat/record/97493
url https://ddd.uab.cat/record/97493
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://creativecommons.org/licenses/by-nc-nd/3.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Dipòsit Digital de Documents de la UAB
instname:Universitat Autònoma de Barcelona
instname_str Universitat Autònoma de Barcelona
reponame_str Dipòsit Digital de Documents de la UAB
collection Dipòsit Digital de Documents de la UAB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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