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Likelihood-based inference for power distributions
Authors:Arthur Pewsey  Héctor W. Gómez  Heleno Bolfarine
Affiliation:1. Department of Mathematics, Escuela Polit??cnica, University of Extremadura, Avenida de la Universidad s/n, 10003, C??ceres, Spain
2. Mathematics Department, Faculty of Basic Sciences, University of Antofagasta, Antofagasta, Chile
3. Statistics Department, IME, University of Sao Paulo, Sao Paulo, Brazil
Abstract:This paper considers likelihood-based inference for the family of power distributions. Widely applicable results are presented which can be used to conduct inference for all three parameters of the general location-scale extension of the family. More specific results are given for the special case of the power normal model. The analysis of a large data set, formed from density measurements for a certain type of pollen, illustrates the application of the family and the results for likelihood-based inference. Throughout, comparisons are made with analogous results for the direct parametrisation of the skew-normal distribution.
Keywords:
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