Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154342 | Statistics & Probability Letters | 2015 | 6 Pages |
Abstract
In this paper, the class of all finite mixtures of skew-normal distributions is proved to be identifiable. Also, the class of all finite mixtures of Skew-t distributions with null location parameter is proved to be identifiable. In order to achieve the results, the real moments of a Skew-t random variable are explicitly obtained in a closed-form. The latter is given in terms of the Meijer G-function.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
C.E.G. Otiniano, P.N. Rathie, L.C.S.M. Ozelim,