Likelihood-based inference for power distributions


Autoria(s): Pewsey, Arthur; Gomez, Hector W.; Bolfarine, Heleno
Contribuinte(s)

UNIVERSIDADE DE SÃO PAULO

Data(s)

05/11/2013

05/11/2013

2012

Resumo

This paper considers likelihood-based inference for the family of power distributions. Widely applicable results are presented which can be used to conduct inference for all three parameters of the general location-scale extension of the family. More specific results are given for the special case of the power normal model. The analysis of a large data set, formed from density measurements for a certain type of pollen, illustrates the application of the family and the results for likelihood-based inference. Throughout, comparisons are made with analogous results for the direct parametrisation of the skew-normal distribution.

Spanish Ministry of Science and Education [MTM2009-07302]

Spanish Ministry of Education and Science

Junta de Extremadura

Junta de Extremadura [PRI08A094]

FONDECYT [1090411]

FONDECYT

CNPq (Brasil)

CNPq-Brasil

Identificador

TEST, NEW YORK, v. 21, n. 4, supl. 1, Part 1, pp. 775-789, DEC, 2012

1133-0686

http://www.producao.usp.br/handle/BDPI/41719

10.1007/s11749-011-0280-0

http://dx.doi.org/10.1007/s11749-011-0280-0

Idioma(s)

eng

Publicador

SPRINGER

NEW YORK

Relação

TEST

Direitos

restrictedAccess

Copyright SPRINGER

Palavras-Chave #GENERALISED GAUSSIAN DISTRIBUTION #KURTOSIS #LEHMANN ALTERNATIVES #POWER NORMAL MODEL #SKEW-NORMAL DISTRIBUTION #SKEWNESS #SKEW-NORMAL DISTRIBUTION #ORDER-STATISTICS #STATISTICS & PROBABILITY
Tipo

article

original article

publishedVersion