Publicación: ON THE MODIFIED SKEW-NORMAL-CAUCHY DISTRIBUTION: PROPERTIES, INFERENCE AND APPLICATIONS
Fecha
2020
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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
Resumen
IN THIS PAPER, WE STUDY FURTHER PROPERTIES OF THE MODIFIED SKEW-NORMAL-CAUCHY (MSNC) DISTRIBUTION. MSNC DISTRIBUTION CORRESPONDS TO A REFORMULATION OF SKEW-NORMAL-CAUCHY DISTRIBUTION THAT ALLOWS TO OBTAIN A NON-SINGULAR FISHER INFORMATION MATRIX AT SKEWNESS PARAMETER EQUAL ZERO. WE SUGGEST A HIERARCHICAL REPRESENTATION WHICH ALLOWS ALTERNATIVE DERIVATIONS FOR MOMENTS GENERATING FUNCTION, MOMENTS, AND SKEWNESS AND KURTOSIS COEFFICIENTS. AS AN APPLICATION, WE DEVELOP HYPOTHESIS TESTING FOR NORMALITY CONSIDERING THE KULLBACK-LEIBLER DIVERGENCE BETWEEN MSNC DISTRIBUTION AND THE NORMAL ONE. FINALLY, WE APPLY THIS RESULT TO CONDITION FACTOR TIME SERIES OF SHORTFIN MAKO SHARKS OFF NORTHERN CHILE.
