Bimodal extension based on the skew-normal distribution with application to pollen data


Autoria(s): GOMEZ, Hector W.; ELAL-OLIVERO, David; SALINAS, Hugo S.; BOLFARINE, Heleno
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

20/10/2012

20/10/2012

2011

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

http://dx.doi.org/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