Background
Type: Article

Bayesian approach to epsilon-skew-normal family

Journal: Communications in Statistics - Theory and Methods (1532415X)Year: 3 August 2017Volume: 46Issue: Pages: 7546 - 7561
Maleki M.a Nematollahi A.
DOI:10.1080/03610926.2016.1157186Language: English

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. © 2017 Taylor & Francis Group, LLC.