A Kheradmandi, M Mohamadzadeh, N Sanjari Farsipur,
Volume 10, Issue 1 (3-2010)
Abstract
The skew t-normal distribution has skewness and kurtosis coefficients with larger range than the skew-normal distribution can be used for modeling some asymmetric data in a number of applications. In this paper, a new generalization of the skew t-normal distribution and some of its properties are considered. Also, three theorems for constructing a new generalized skew t-normal distribution are represented. Next, the skew-normal, skew t-normal and new generalized skew t-normal distributions are applied to fit a suitable probability distribution to the Nickel pollution data of Shadegan wetland in south-west of Iran. Finally, suggestions and conclusion are given.
Mm Maghami, Nasrollah Iranpanah,
Volume 13, Issue 3 (11-2013)
Abstract
There are several methods for goodness of fit test for the skew normal distribution. This work focused on method of Meintanis [8] which is based on the empirical moment generating function. This test is discussed for the known and the unknown shape parameter. Meintanis [8] claimed that power of his test is higher than the Kolmogorov–Smirnov test. But this claim is true only for the known shape parameter. In this paper, we provide a new method for finding his test statistic that has more efficiency. Also Meintanis [8] not determine the size of himself test for the known shape parameter which in this paper we will determine it.
