The University of Southampton
University of Southampton Institutional Repository

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, (20), pp. 239-240.

Record type: Article

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.

PDF sahuchai.pdf - Other
Restricted to Repository staff only
Download (580kB)

More information

Published date: March 2008
Keywords: bayesian inference, gibbs sampler, kurtosis, skewness, skew normal distributions
Organisations: Statistics

Identifiers

Local EPrints ID: 147833
URI: http://eprints.soton.ac.uk/id/eprint/147833
ISSN: 0008-0683
PURE UUID: b6ecff5b-7ec5-47cf-86d5-5fe19593ed76
ORCID for Sujit K. Sahu: ORCID iD orcid.org/0000-0003-2315-3598

Catalogue record

Date deposited: 26 Apr 2010 14:48
Last modified: 18 Jul 2017 19:33

Export record

Contributors

Author: Sujit K. Sahu ORCID iD
Author: High Seng Chai

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×