Abstract
A class of power series skew normal distributions is introduced by generalizing the geometric skew normal distribution of Kundu. Various mathematical properties are derived and estimation addressed by the method of maximum likelihood. The data application of Kundu [Sankhyā B, 76, 2014, 167–189] is revisited and the proposed class is shown to provide a better fit.
Original language | English |
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Pages (from-to) | 1-20 |
Number of pages | 20 |
Journal | Communications in Statistics - Theory and Methods |
Early online date | 8 Dec 2016 |
DOIs | |
Publication status | Published - 2016 |
Keywords
- Maximum likelihood estimation
- power series distribution
- skew normal distribution.