17 resultados para SKEWNESS


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In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

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The generalized Birnbaum-Saunders (GBS) distribution is a new class of positively skewed models with lighter and heavier tails than the traditional Birnbaum-Saunders (BS) distribution, which is largely applied to study lifetimes. However, the theoretical argument and the interesting properties of the GBS model have made its application possible beyond the lifetime analysis. The aim of this paper is to present the GBS distribution as a useful model for describing pollution data and deriving its positive and negative moments. Based on these moments, we develop estimation and goodness-of-fit methods. Also, some properties of the proposed estimators useful for developing asymptotic inference are presented. Finally, an application with real data from Environmental Sciences is given to illustrate the methodology developed. This example shows that the empirical fit of the GBS distribution to the data is very good. Thus, the GBS model is appropriate for describing air pollutant concentration data, which produces better results than the lognormal model when the administrative target is determined for abating air pollution. Copyright (c) 2007 John Wiley & Sons, Ltd.