|
|
 |
Search published articles |
 |
|
Showing 6 results for Skew Normal Distribution
Ameneh Kheradmandi, Nahid Sanjari Fasipour, Volume 3, Issue 1 (9-2009)
Abstract
Gomez et al. (2007) introduced the skew t-normal distribution, showing that it is a good alternative to model heavy tailed data with strong symmetrical nature, specially because it has a larger range of skewness than the skew-normal distribution. Gomez et al. (2007) and Lin et al. (2009) described some properties of this distribution. In this paper, we consider some further properties of skew student-t-normal distribution. Also, we present four theorems for constructing of this distribution. Next we illustrate a numerical example to model the Vanadium pollution data in the Shadegan Wetland by using skew student-t-normal distribution.
Mohammad Gholami Fesharaki, Anoshirvan Kazemnejad, Farid Zayeri, Volume 6, Issue 1 (8-2012)
Abstract
Skew Normal distribution is important in analyzing non-normal data. The probability density function of skew Normal distribution contains integral function which tends researchers to some problems. Because of this problem, in this paper a simpler Bayesian approach using conditioning method is proposed to estimate the parameters of skew Normal distribution. Then the accuracy of this metrology is compared with ordinary Bayesian method in a simulation study.
Mohammad Gholami Fesharaki, Anoshirvan Kazemnejad, Farid Zayeri, Volume 7, Issue 2 (3-2014)
Abstract
In two level modeling, random effect and error's normality assumption is one of the basic assumptions. Violating this assumption leads to incorrect inference about coefficients of the model. In this paper, to resolve this problem, we use skew normal distribution instead of normal distribution for random and error components. Also, we show that ignoring positive (negative) skewness in the model causes overestimating (underestimating) in intercept estimation and underestimating (overestimating) in slope estimation by a simulation study. Finally, we use this model to study relationship between shift work and blood cholesterol.
Masoumeh Bakhshi Shojaei, Omid Karimi, Volume 10, Issue 1 (8-2016)
Abstract
Skew spatial data often are modeled by using skew Gaussian random field. The main problem is that simulations from this random field are very time consuming for some parameter values and large dimensions. Also it is impossible in some cases and requires using of an approximation methods. One a spatial statistics branch often used to determine the natural resources such as oil and gas, is analysis of seismic data by inverse model. Bayesian Gaussian inversion model commonly is used in seismic inversion that the analytical and computational can easily be done for large dimensions. But in practice, we are encountered with the variables that are asymmetric and skewed. They are modeled using skew distributions. In Bayesian Analysis of closed skew Gaussian inversion model, there is an important problem to generate samples from closed skew normal distributions. In this paper, an efficient algorithm for the realization of the Closed Skew Normal Distribution is provided with higher dimensions. Also the Closed Skew T Distribution is offered that include heavy tails in the density function and the simulation algorithm for generating samples from the Closed Skew T Distribution is provided. Finally, the discussion and conclusions are presented.
Zahra Khadem Bashiri, Ali Shadrokh, Masoud Yarmohammadi, Volume 15, Issue 1 (9-2021)
Abstract
One of the most critical discussions in regression models is the selection of the optimal model, by identifying critical explanatory variables and negligible variables and more easily express the relationship between the response variable and explanatory variables. Given the limitations of selecting variables in classical methods, such as stepwise selection, it is possible to use penalized regression methods. One of the penalized regression models is the Lasso regression model, in which it is assumed that errors follow a normal distribution. In this paper, we introduce the Bayesian Lasso regression model with an asymmetric distribution error and the high dimensional setting. Then, using the simulation studies and real data analysis, the performance of the proposed model's performance is discussed.
Omid Karimi, Fatemeh Hosseini, Volume 17, Issue 2 (2-2024)
Abstract
Gaussian random field is usually used to model Gaussian spatial data. In practice, we may encounter non-Gaussian data that are skewed. One solution to model skew spatial data is to use a skew random field. Recently, many skew random fields have been proposed to model this type of data, some of which have problems such as complexity, non-identifiability, and non-stationarity. In this article, a flexible class of closed skew-normal distribution is introduced to construct valid stationary random fields, and some important properties of this class such as identifiability and closedness under marginalization and conditioning are examined. The reasons for developing valid spatial models based on these skew random fields are also explained. Additionally, the identifiability of the spatial correlation model based on empirical variogram is investigated in a simulation study with the stationary skew random field as a competing model. Furthermore, spatial predictions using a likelihood approach are presented on these skew random fields and a simulation study is performed to evaluate the likelihood estimation of their parameters.
|
|