Bayesian Estimation of the Parameters of Skew Normal Distribution

Author(s):

Mohammad Gholami Fesharaki , Anoshirvan Kazemnejad , Farid Zayeri

Abstract:
Skew Normal distribution is important in analyzing non-normal data. The probability density function of skew Normal distribution contains integral function which tends researchers to some problems. Because of this problem، in this paper a simpler Bayesian approach using conditioning method is proposed to estimate the parameters of skew Normal distribution. Then the accuracy of this metrology is compared with ordinary Bayesian method in a simulation study.
Keywords:

Bayesian Analysis , Conditioning Method , Estimation , Skew Normal Distribution

Language:
Persian
Published:
Journal of Statistical Sciences, Volume:6 Issue: 1, 2013
Pages:
83 to 98
https://www.magiran.com/p1154105