Bayesian approach to epsilon-skew-normal family

M. Maleki and A. R. Nematollahi

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 15, 7546-7561

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.

Date: 2017
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DOI: 10.1080/03610926.2016.1157186

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