On the identifiability of finite mixture of Skew-Normal and Skew-t distributions

C.E.G. Otiniano, P.N. Rathie and L.C.S.M. Ozelim

Statistics & Probability Letters, 2015, vol. 106, issue C, 103-108

Abstract: In this paper, the class of all finite mixtures of skew-normal distributions is proved to be identifiable. Also, the class of all finite mixtures of Skew-t distributions with null location parameter is proved to be identifiable. In order to achieve the results, the real moments of a Skew-t random variable are explicitly obtained in a closed-form. The latter is given in terms of the Meijer G-function.

Keywords: Identifiability; Finite mixture; Skew-normal; Skew-t; Meijer G-function (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2015.07.015

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