Estimation of Parameters of the Unified Skew Normal Distribution Using the Method of Weighted Moments

Abstract

Modeling skewness based on the class of skew normal distributions has drawn considerable attention in recent years. However, there still remain lots of challenges related to the inferences about the parameters of the skew normal distribution. In this article, we study the weighted moments estimators for the unified skew normal distribution. Our analytical results and numerical illustrations show that weighted moments method accurately estimates the parameters of the unified skew normal distribution.

Keywords:

• Primary 62 H10
• Secondary 62P20

Keywords:

• Box plot
• Histogram
• Moment generating function
• Unified skew normal distribution
• Weighted moments

Acknowledgment

Aziz's work was supported by a dissertation fellowship from the Department of Mathematics and Statistics at Bowling Green State Univesity.