A new skew-normal distribution and its properties
A new skew-normal distribution and its properties
This article generalizes a multivariate skew-normal distribution and describes its many interesting properties. The univariate version of the new distribution is compared with two other currently used distributions. 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.
bayesian inference, gibbs sampler, kurtosis, skewness, skew normal distributions
239-240
Sahu, Sujit K.
33f1386d-6d73-4b60-a796-d626721f72bf
Chai, High Seng
3cc1c0af-eb45-40ee-bef8-07b7a4494ee7
March 2008
Sahu, Sujit K.
33f1386d-6d73-4b60-a796-d626721f72bf
Chai, High Seng
3cc1c0af-eb45-40ee-bef8-07b7a4494ee7
Sahu, Sujit K. and Chai, High Seng
(2008)
A new skew-normal distribution and its properties.
Calcutta Statistical Association Bulletin, 61 (20), .
Abstract
This article generalizes a multivariate skew-normal distribution and describes its many interesting properties. The univariate version of the new distribution is compared with two other currently used distributions. 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.
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Published date: March 2008
Keywords:
bayesian inference, gibbs sampler, kurtosis, skewness, skew normal distributions
Organisations:
Statistics
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Local EPrints ID: 147833
URI: http://eprints.soton.ac.uk/id/eprint/147833
ISSN: 0008-0683
PURE UUID: b6ecff5b-7ec5-47cf-86d5-5fe19593ed76
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Date deposited: 26 Apr 2010 14:48
Last modified: 14 Mar 2024 02:44
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Author:
High Seng Chai
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