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Estimation of Parameters of the Unified Skew Normal Distribution Using the Method of Weighted Moments

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Abstract

Modeling skewness based on the class of skew normal distributions has drawn considerable attention in recent years. However, there still remain lots of challenges related to the inferences about the parameters of the skew normal distribution. In this article, we study the weighted moments estimators for the unified skew normal distribution. Our analytical results and numerical illustrations show that weighted moments method accurately estimates the parameters of the unified skew normal distribution.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, Ohio, 43403, USA

    Arjun K. Gupta

  2. Department of Mathematics, University of Wisconsin-Eau Claire, Eau Claire, Wisconsin, USA

    Mohammad A. Aziz

Authors
  1. Arjun K. Gupta
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  2. Mohammad A. Aziz
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Correspondence to Arjun K. Gupta.

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Gupta, A.K., Aziz, M.A. Estimation of Parameters of the Unified Skew Normal Distribution Using the Method of Weighted Moments. J Stat Theory Pract 6, 402–416 (2012). https://doi.org/10.1080/15598608.2012.697841

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  • DOI: https://doi.org/10.1080/15598608.2012.697841

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