Generalized skew normal model
Generalized skew normal model
复制标题
广义偏斜正态模型
DOI：
10.1007/bf02595784
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发表时间：
2004
期刊：
影响因子：
1.3
通讯作者：
Rameshwar D. Gupta
中科院分区：
文献类型：
--
作者：
Ramesh C. Gupta;Rameshwar D. Gupta
Azzalini(1985)提出的偏态正态分布模型适用于具有一定偏态的单峰密度函数的数据分析，这种结构在数据分析中经常出现。本文研究了作为Arnold和Beaver(2002)讨论者的Balakrishnan提出的基本Azzalini模型的推广。给出了该模型的基本结构特性，包括可靠性特性。讨论了斜参数假设的估计和检验问题。给出了模型在均值、方差和偏度方面的一些比较。对两个数据集进行了分析。
The skew normal distribution proposed by Azzalini (1985) can be a suitable model for the analysis of data exhibiting a unimodal density function having some skewness present, a structure often occurring in data analysis. In this paper, we study a generalization of the basic Azzalini model proposed by Balakrishnan, as a discussant of Arnold and Beaver (2002). The basic structural properties of the model including the reliability properties are presented. Estimation and testing of hypothesis of the skew parameter are discussed. Some comparisons of the models in terms of mean, variance and skewness are provided. Two data sets are analyzed.