This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
Activity Number:
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585
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Type:
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Contributed
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Date/Time:
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Wednesday, August 4, 2010 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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Abstract - #307340 |
Title:
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Linear Approximation of the Ratio of the Standard Normal Density and Distribution Functions for the Estimation of Parameters of a Skew Normal Distribution
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Author(s):
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Subir Ghosh*+ and Debarshi Dey
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Companies:
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University of California, Riverside
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Address:
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Statistics-Computing Building,, Riverside, CA, 92521, US
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Keywords:
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Estimation ;
Likelihood ;
Linear approximations ;
Shape Parameter ;
Skew Normal ;
Standard Normal.
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Abstract:
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We introduce a linear approximation of the ratio of the standard normal density and distribution functions in the presence of an unknown constant representing the shape parameter of the skew normal distribution. The purpose of the approximation is to estimate the skew normal shape parameter. We present a new estimation method of the shape parameter based on this approximation and the likelihood equations. The simulation results demonstrate that the approximations strongly resemble their true values in the regions of interest and the estimated biases of the shape parameter are small.
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