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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Description/Abstract
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
criteria.
| 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 |
| Item ID: | 147833 |
| Date Deposited: | 26 Apr 2010 14:48 |
| Last Modified: | 08 Jun 2012 12:38 |
| Contributors: | Sahu, Sujit K. (Author) Chai, High Seng (Author) |
| Date: | March 2008 |
| Status: | Published |
| URI: | http://eprints.soton.ac.uk/id/eprint/147833 |
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