Abstract
In this paper, plausibility functions and \(100(1-\alpha )\%\) plausibility regions on location parameter and scale parameter of skew normal distributions are obtained in several cases by using inferential models (IMs), which are new methods of statistical inference. Simulation studies and one real data example are given for illustration of our results.
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We would like to thank Professor Hung T. Nguyen for introducing this interesting topic to us and referees for their valuable comments and suggestions which improve this paper.
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Zhu, X., Li, B., Wu, M., Wang, T. (2018). Plausibility Regions on Parameters of the Skew Normal Distribution Based on Inferential Models. In: Kreinovich, V., Sriboonchitta, S., Chakpitak, N. (eds) Predictive Econometrics and Big Data. TES 2018. Studies in Computational Intelligence, vol 753. Springer, Cham. https://doi.org/10.1007/978-3-319-70942-0_21
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DOI: https://doi.org/10.1007/978-3-319-70942-0_21
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