JSM 2005 - Toronto

Abstract #303769

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 232
Type: Contributed
Date/Time: Tuesday, August 9, 2005 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #303769
Title: Simple Estimators of the Three-parameter, Skew-normal Distribution
Author(s): Jose Almer T. Sanqui*+ and Arjun K. Gupta and Truc T. Nguyen
Companies: Appalachian State University and Bowling Green State University and Bowling Green State University
Address: 259 Furman Rd Apt 114, Boone, NC, 28607, United States
Keywords: Bivariate Normal ; Consistent Estimators ; Reparameterization
Abstract:

We propose two estimators of the parameters of the skew normal distribution. The first estimator is based on a transformation of an unbiased estimator of the correlation coefficient in a correlation model useful for the study of twins; the second is based on a transformation of a sample proportion. We investigate the usefulness of the two estimators as the starting choices in an iterative scheme for the maximum likelihood estimation in the skew-normal model.

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