Pedro Puig, Michael A. Stephens (2007)
SORT
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The skew-Laplace distribution is frequently used to fit the logarithm of particle sizes and it is also used in Economics, Engineering, Finance and Biology. We show the Anderson-Darling and Cramér-von Mises goodness of fit tests for this distribution.
Vacys Bagdonavicius, Valentina Nikoulina, Mikhail Nikulin (1997)
Qüestiió
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Confidence intervals and regions for the parameters of a distribution are constructed, following the method due to L. N. Bolshev. This construction method is illustrated with Poisson, exponential, Bernouilli, geometric, normal and other distributions depending on parameters.
Eliseo Martínez, Héctor Varela, Héctor W. Gómez, Heleno Bolfarine (2008)
SORT
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In this paper an alternative approach to the one in Henze (1986) is proposed for deriving the odd moments of the skew-normal distribution considered in Azzalini (1985). The approach is based on a Pascal type triangle, which seems to greatly simplify moments computation. Moreover, it is shown that the likelihood equation for estimating the asymmetry parameter in such model is generated as orthogonal functions to the sample vector. As a consequence, conditions for a unique solution of...
G. S. Lingappaiah (1980)
Gaceta Matemática
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M. J. BAYARRI and A. M. MAYORAL (1999)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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M. Fisz (1960)
Colloquium Mathematicae
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M. Fisz (1958)
Studia Mathematica
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Gerrit K. Janssens (1987)
Trabajos de Estadística
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Where a decision-maker has to rely on expert opinions a need for a normative model to combine these forecasts appears. This can be done using Bayes' formula and by making some assumptions on the prior distribution and the distribution of the expert assessments. We extend the case to skewed distributions of these assessments. By using an Edgeworth expansion of the density function including the skewness parameter, we are able to obtain the formula to combine the forecasts in a Bayesian...
Teresa Pérez, Julio A. Pardo (2003)
Kybernetika
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In this paper a new family of statistics based on -divergence for testing goodness-of-fit under composite null hypotheses are considered. The asymptotic distribution of this test is obtained when the unspecified parameters are estimated by maximum likelihood as well as minimum -divergence.