Article ID Journal Published Year Pages File Type
1154342 Statistics & Probability Letters 2015 6 Pages PDF
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
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