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INICIO | 29 de marzo de 2024
  

A note on the likelihood and moments of the skew-normal distribution.

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.
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Equipo DML-E
Instituto de Ciencias Matemáticas (ICMAT - CSIC)
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