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A Maximum Likelihood Estimator for Skew Parameter of Skew-Normal Distribution

مجله علوم دانشگاه تهران (منتشر نمی شود)
Article 6, Volume 33, Issue 2 - Serial Number 1908, August 2008    PDF (237.29 K)
Abstract
We consider the problem of inference about skewness parameter in skew-normal distribution and it's difficulties. An approximately maximum likelihood estimator that is based on some prior information is proposed. Finally the efficiency of proposed estimator is assessed both theoretically and by a simulation study.
Keywords
normal; Skewness; Maximum Likelihood Estimator; skew; Fisher information
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