A MAXIMUM LIKELIHOOD ESTIMATOR FOR SKEW PARAMETER OF SKEW- NORMAL DISTRIBUTION

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FALAH AFSHIN; GERAMI ALAHYAR

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Journal: JOURNAL OF SCIENCE (UNIVERSITY OF TEHRAN) (JSUT) Year:2006 | Volume:33 | Issue:3 (SECTION: MATHEMATICS) Page(s): 39-45

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Information Journal Paper

Title

A MAXIMUM LIKELIHOOD ESTIMATOR FOR SKEW PARAMETER OF SKEW- NORMAL DISTRIBUTION

Author(s)

FALAH AFSHIN | GERAMI ALAHYAR | Issue Writer Certificate

Keywords

SKEWNESSQ3

SKEW-NORMALQ3

MAXIMUM LIKELIHOOD ESTIMATORQ3

FISHER INFORMATIONQ3

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.

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APA: Copy

FALAH, AFSHIN, & GERAMI, ALAHYAR. (2006). A MAXIMUM LIKELIHOOD ESTIMATOR FOR SKEW PARAMETER OF SKEW- NORMAL DISTRIBUTION. JOURNAL OF SCIENCE (UNIVERSITY OF TEHRAN) (JSUT), 33(3 (SECTION: MATHEMATICS)), 39-45. SID. https://sid.ir/paper/2224/en

Vancouver: Copy

FALAH AFSHIN, GERAMI ALAHYAR. A MAXIMUM LIKELIHOOD ESTIMATOR FOR SKEW PARAMETER OF SKEW- NORMAL DISTRIBUTION. JOURNAL OF SCIENCE (UNIVERSITY OF TEHRAN) (JSUT)[Internet]. 2006;33(3 (SECTION: MATHEMATICS)):39-45. Available from: https://sid.ir/paper/2224/en

IEEE: Copy

AFSHIN FALAH, and ALAHYAR GERAMI, “A MAXIMUM LIKELIHOOD ESTIMATOR FOR SKEW PARAMETER OF SKEW- NORMAL DISTRIBUTION,” JOURNAL OF SCIENCE (UNIVERSITY OF TEHRAN) (JSUT), vol. 33, no. 3 (SECTION: MATHEMATICS), pp. 39–45, 2006, [Online]. Available: https://sid.ir/paper/2224/en

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