Plausibility regions on the skewness parameter of skew normal distributions based on inferential models

© Springer International Publishing AG 2017. Inferential models (IMs) are new methods of statistical inference. They have several advantages: (1) They are free of prior distributions; (2) They rely on data. In this paper, 100(1 − α)% plausibility regions of the skewness parameter of skew-normal dist...

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Bibliographic Details
Main Authors: Xiaonan Zhu, Ziwei Ma, Tonghui Wang, Teerawut Teetranont
Format: Book Series
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012887076&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/46707
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Institution: Chiang Mai University
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Summary:© Springer International Publishing AG 2017. Inferential models (IMs) are new methods of statistical inference. They have several advantages: (1) They are free of prior distributions; (2) They rely on data. In this paper, 100(1 − α)% plausibility regions of the skewness parameter of skew-normal distributions are constructed by using IMs, which are the counterparts of classical confidence intervals in IMs.