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Journal of Statistical Theory and Practice

, Volume 6, Issue 3, pp 402–416 | Cite as

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

  • Arjun K. Gupta
  • Mohammad A. Aziz
Article

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.

Primary 62 H10 Secondary 62P20 

Keywords

Box plot Histogram Moment generating function Unified skew normal distribution Weighted moments 

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Copyright information

© Grace Scientific Publishing 2012

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsBowling Green State UniversityBowling GreenOhioUSA
  2. 2.Department of MathematicsUniversity of Wisconsin-Eau ClaireEau ClaireUSA

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