Skew Normal distribution is important in analyzing non-normal data. The probability density function of skew Normal distribution contains integral function which tends researchers to some problems. Because of this problem, in this paper a simpler Bayesian approach using conditioning method is proposed to estimate the parameters of skew Normal distribution. Then the accuracy of this metrology is compared with ordinary Bayesian method in a simulation study.
Gholami Fesharaki M, Kazemnejad A, Zayeri F. Bayesian Estimation of the Parameters of Skew Normal Distribution. JSS 2012; 6 (1) :83-98 URL: http://jss.irstat.ir/article-1-183-en.html