Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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Bayesian Estimation for Skew Normal Distributions Using Data Augmentation

  • Kim Hea-Jung (Department of Statistics, Dongguk University)
  • Published : 2005.08.01
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Abstract

In this paper, we develop a MCMC method for estimating the skew normal distributions. The method utilizing the data augmentation technique gives a simple way of inferring the distribution where fully parametric frequentist approaches are not available for small to moderate sample cases. Necessary theories involved in the method and computation are provided. Two numerical examples are given to demonstrate the performance of the method.

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References

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