Application and Generation of the Univariate Skew Normal Random Variable

Autor:	Philippe Durand, Dariush Ghorbanzadeh, Luan Jaupi
Rok vydání:	2018
Předmět:	Estimation Skew normal distribution Maximum likelihood Univariate Skew 010103 numerical & computational mathematics 01 natural sciences 010101 applied mathematics Data set Normal distribution Statistics 0101 mathematics Random variable Mathematics
Zdroj:	Transactions on Engineering Technologies ISBN: 9789811307454
DOI:	10.1007/978-981-13-0746-1_10
Popis:	In this paper, for the generating the Skew normal random variables, we propose a new method based on the combination of minimum and maximum of two independent normal random variables. The estimation of parameters using the maximum likelihood estimation and the methods of moments estimation method. A real data set has been considered to illustrate the practical utility of the paper.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cd8c54d87b6439fe0b67754e65d891db https://doi.org/10.1007/978-981-13-0746-1_10 Zobrazit plný text záznamu