Articles liés à Skew-Normal Distribution with a Cauchy Skewing Function

Skew-Normal Distribution with a Cauchy Skewing Function - Couverture souple

Zainal, Mohammad

 
9783659838859: Skew-Normal Distribution with a Cauchy Skewing Function
Couverture souple
ISBN 10 : 3659838853 ISBN 13 : 9783659838859
Editeur : Scholars' Press, 2016

Synopsis

The skew-normal distribution using the Cauchy CDF “skew-normal-Cauchy or SNC(λ)” is introduced to relieve some problems associated with the well-known skew-normal distribution. Two versions of maximum likelihood estimation methods are used. The first one is the maximum likelihood estimation with a penalty function used on its bias which was developed by Firth. The second one is the maximum likelihood estimation with a new penalty function that is suggested in this work. The latter method is based on an approximate penalty function which mimics the exact function suggested by Firth. Also, some features of SNC(λ) are compared to those in the well-known skew-normal distribution. Two versions of goodness of fit test for skew-normal using Cauchy SNC(λ), are conducted. The first test is Pearson’s Chi-squared test, and the second is the Anderson-Darling (A-D) test. Finally, probability tables for several values of (λ) were produced to conduct the Anderson-Darling (A-D) test.

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Présentation de l'éditeur

The skew-normal distribution using the Cauchy CDF “skew-normal-Cauchy or SNC(λ)” is introduced to relieve some problems associated with the well-known skew-normal distribution. Two versions of maximum likelihood estimation methods are used. The first one is the maximum likelihood estimation with a penalty function used on its bias which was developed by Firth. The second one is the maximum likelihood estimation with a new penalty function that is suggested in this work. The latter method is based on an approximate penalty function which mimics the exact function suggested by Firth. Also, some features of SNC(λ) are compared to those in the well-known skew-normal distribution. Two versions of goodness of fit test for skew-normal using Cauchy SNC(λ), are conducted. The first test is Pearson’s Chi-squared test, and the second is the Anderson-Darling (A-D) test. Finally, probability tables for several values of (λ) were produced to conduct the Anderson-Darling (A-D) test.

Biographie de l'auteur

Mohammad Zainal/ Education:- Ph.D. in Statistics, 2005, University of California, Riverside.- M.S. in Statistics, 2002, University of California, Riverside- B.S. in Mechanical Engineering, 1996, Kuwait University, Kuwait.Interests:- Numerical Methods, Statistical Computing.- Shape Parameters Estimation in Skew-Symmetric Distributions.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Scholars' Press
Date d'édition
2016
Langue
anglais
ISBN 10 
3659838853
ISBN 13 
9783659838859
Reliure
Broché
Nombre de pages
128
Coordonnées du fabricant
non disponible
Personne responsable
non disponible