An Alternative to the Log-Skew-Normal Distribution: Properties, Inference, and an Application to Air Pollutant Concentrations

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dc.contributor.authorArrue, Jaime
dc.contributor.authorArellano-Valle, Reinaldo Boris
dc.contributor.authorVenegas, Osvaldo
dc.contributor.authorBolfarine, Heleno
dc.contributor.authorGomez, Hector W.
dc.date.accessioned2025-01-20T21:01:21Z
dc.date.available2025-01-20T21:01:21Z
dc.date.issued2022
dc.description.abstractIn this study, we consider an alternative to the log-skew-normal distribution. It is called the modified log-skew-normal distribution and introduces greater flexibility in the skewness and kurtosis parameters. We first study several of the main probabilistic properties of the new distribution, such as the computation of its moments and the non-existence of the moment-generating function. Parameter estimation by the maximum likelihood approach is also studied. This approach presents an overestimation problem in the shape parameter, which in some cases, can even be infinite. However, as we demonstrate, this problem is solved by adapting bias reduction using Firth's approach. We also show that the modified log-skew-normal model likewise inherits the non-singularity of the Fisher information matrix of the untransformed model, when the shape parameter is null. Finally, we apply the modified log-skew-normal model to a real example related to pollution data.
dc.description.funderSEMILLERO
dc.fuente.origenWOS
dc.identifier.doi10.3390/math10224336
dc.identifier.eissn2227-7390
dc.identifier.urihttps://doi.org/10.3390/math10224336
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/92865
dc.identifier.wosidWOS:000887390100001
dc.issue.numero22
dc.language.isoen
dc.revistaMathematics
dc.rightsacceso restringido
dc.subjectlog-normal distribution
dc.subjectnon-singular information matrix
dc.subjectmodified likelihood
dc.subjectmodified score
dc.subjectbias prevention
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleAn Alternative to the Log-Skew-Normal Distribution: Properties, Inference, and an Application to Air Pollutant Concentrations
dc.typeartículo
dc.volumen10
sipa.indexWOS
sipa.trazabilidadWOS;2025-01-12
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