RT - Journal Article T1 - Bayesian Analysis of Skew Normal Mixture Regression JF - JSS YR - 2018 JO - JSS VO - 11 IS - 2 UR - http://jss.irstat.ir/article-1-639-en.html SP - 297 EP - 317 K1 - Bayesian Regression Analysis K1 - Mixture Distribution K1 - Skewness K1 - EM Algorithm K1 - Gibbs Algorithm AB - Regression analysis is done, traditionally, considering homogeneity and normality assumption for the response variable distribution. Whereas in many applications, observations indicate to a heterogeneous structure containing some sub-populations with skew-symmetric structure either due to heterogeneity, multimodality or skewness of the population or a combination of them. In this situations, one can use a mixture of skew-symmetric distributions to model the population. In this paper we considered the Bayesian approach of regression analysis under the assumption of heterogeneity of population and a skew-symmetric distribution for sub-populations, by using a mixture of skew normal distributions. We used a simulation study and a real world example to assess the proposed Bayesian methodology and to compare it with frequentist approach. LA eng UL http://jss.irstat.ir/article-1-639-en.html M3 ER -