Bimodal extension based on the skew-normal distribution with application to pollen data
Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
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Data(s) |
20/10/2012
20/10/2012
2011
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Resumo |
This paper considers an extension to the skew-normal model through the inclusion of an additional parameter which can lead to both uni- and bi-modal distributions. The paper presents various basic properties of this family of distributions and provides a stochastic representation which is useful for obtaining theoretical properties and to simulate from the distribution. Moreover, the singularity of the Fisher information matrix is investigated and maximum likelihood estimation for a random sample with no covariates is considered. The main motivation is thus to avoid using mixtures in fitting bimodal data as these are well known to be complicated to deal with, particularly because of identifiability problems. Data-based illustrations show that such model can be useful. Copyright (C) 2009 John Wiley & Sons, Ltd. Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) CNPq-Brasil [FONDECYT 1060727] [7070074] [DIUDA-221180] [DIUDA-221153] |
Identificador |
ENVIRONMETRICS, v.22, n.1, p.50-62, 2011 1180-4009 http://producao.usp.br/handle/BDPI/30445 10.1002/env.1026 |
Idioma(s) |
eng |
Publicador |
JOHN WILEY & SONS LTD |
Relação |
Environmetrics |
Direitos |
restrictedAccess Copyright JOHN WILEY & SONS LTD |
Palavras-Chave | #asymmetry #kurtosis #uni-bimodality #maximum likelihood estimation #singular information matrix #EXPONENTIAL POWER DISTRIBUTION #SYMMETRIC DISTRIBUTIONS #T-DISTRIBUTION #INFERENCE #Environmental Sciences #Mathematics, Interdisciplinary Applications #Statistics & Probability |
Tipo |
article original article publishedVersion |