Título inglés |
A note on the likelihood and moments of the skew-normal distribution. |
Autor/es |
Martínez, Eliseo ; Varela, Héctor ; Gómez, Héctor W. ; Bolfarine, Heleno |
Revista |
1696-2281 |
Publicación |
2008,32 (1): 57-66 |
Tipo de documento |
articulo |
Idioma |
Inglés |
Resumen inglés |
In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd
moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on
a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown
that the likelihood equation for estimating the asymmetry parameter in such model is generated as
orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of the
likelihood equation are established, which seem to hold in more general setting. |
Acceso al artículo completo |