Far East Journal of Theoretical Statistics
Volume 28, Issue 1, Pages 1 - 8
(May 2009)
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A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE SKEW PARAMETER
IN A SKEW-NORMAL DISTRIBUTION
Truc T. Nguyen (U.S.A.), Jose Almer T. Sanqui (U.S.A.), Diem M. Nguyen (U.S.A.) and Arjun K. Gupta (U.S.A.)
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Abstract: The maximum likelihood estimator (MLE) of the skew parameter in a skew-normal distribution is shown to be unique. This result supports any numerical technique to find the MLE of the skew parameter and shows how to choose an appropriate starting point in this numerical technique. |
Keywords and phrases: skew-normal distribution, estimation, numerical technique. |
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