A Maximum Likelihood Estimator for Skew Parameter of Skew-Normal Distribution
Abstract
We consider the problem of inference about skewness parameter in skew-normal distribution and it's difficulties. An approximately maximum likelihood estimator that is based on some prior information is proposed. Finally the efficiency of proposed estimator is assessed both theoretically and by a simulation study.
(2008). A Maximum Likelihood Estimator for Skew Parameter of Skew-Normal Distribution. Journal of Science,University of Tehran(not publish), 33(2), -.
MLA
. "A Maximum Likelihood Estimator for Skew Parameter of Skew-Normal Distribution", Journal of Science,University of Tehran(not publish), 33, 2, 2008, -.
HARVARD
(2008). 'A Maximum Likelihood Estimator for Skew Parameter of Skew-Normal Distribution', Journal of Science,University of Tehran(not publish), 33(2), pp. -.
VANCOUVER
A Maximum Likelihood Estimator for Skew Parameter of Skew-Normal Distribution. Journal of Science,University of Tehran(not publish), 2008; 33(2): -.
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