A new skew-normal distribution and its properties

Sahu, Sujit K. and Chai, High Seng (2008) A new skew-normal distribution and its properties. Calcutta Statistical Association Bulletin, 61, (March & June 20), 239-240.


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ABSTRACT : This article generalizes a multivariate skew-normal distribu-
tion and describes its many interesting properties. The univariate version
of the new distribution is compared with two other currently used distribu-
tions. The use of the new distribution is illustrated with a real data example
suitable for regression modeling. The new model provides a better model ¯t
than its two rivals as evaluated by some suitable Bayesian model selection

Item Type: Article
ISSNs: 0008-0683 (print)
Keywords: bayesian inference, gibbs sampler, kurtosis, skewness, skew normal distributions
Subjects: Q Science > QA Mathematics
Divisions: University Structure - Pre August 2011 > School of Mathematics > Statistics
ePrint ID: 147833
Date Deposited: 26 Apr 2010 14:48
Last Modified: 27 Mar 2014 19:08
URI: http://eprints.soton.ac.uk/id/eprint/147833

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