Bayesian approach to epsilon-skew-normal family. Issue 15 (3rd August 2017)

• Record Type: Journal Article
• Authors: Maleki, M.; Nematollahi, A. R.
• Is Part Of: Communications in statistics. Volume 46:Issue 15(2017)
• Page Start: 7546
• Page End: 7561
• Publication Date: 2017-08-03
• Subjects: Bayes estimates -- Epsilon skew normal -- Frequentist risk -- Jeffreys prior -- Skewness; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2016.1157186
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: The estimation problem of epsilon-skew-normal (ESN) distribution parameters is considered within Bayesian approaches. This family of distributions contains the normal distribution, can be used for analyzing the asymmetric and near-normal data. Bayesian estimates under informative and non informative Jeffreys prior distributions are obtained and performances of ESN family and these estimates are shown via a simulation study. A real data set is also used to illustrate the ideas.