1. Department of statistics, Yunnan Unversity, Kunming 650091, China 2. Faculty of Science, Kunming University of Science and Technology, Kunming 650093, China
Abstract:
Joint location and scale models of the skew-normal distribution provide useful extension for joint mean and variance models of the normal distribution when the data set under consideration involves asymmetric outcomes. This paper focuses on the maximum likelihood estimation of joint location and scale models of the skew-normal distribution. The proposed procedure can simultaneously estimate parameters in the location model and the scale model. Simulation studies and a real example are used to illustrate the proposed methodologies.