Work

The information matrix of the bivariate extended skew-normal distribution

Year: 2024

Type: article

Abstract: For the extended skew-normal distribution, which represents an extension of the normal (or Gaussian) distribution, we focus on the properties of the log-likelihood function and derived quantities in the bivariate case. Specifically, we derive explicit expressions for the score function and the information matrix, in the observed and the expected form; these do not appear to have been examined before in the literature. Ensuing numerical work illustrates some relevant aspects of the expected information matrix.

Source: METRON

DOI: 10.1007/s40300-024-00278-3

Authors: Stefano Franco, Adelchi Azzalini

Institution: University of Padua

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

Estimated APC paid: $3,090

Funder: Università degli Studi di Padova