TY - JOUR
JF - JSS
JO - JSS
VL - 11
IS - 2
PY - 2018
Y1 - 2018/3/01
TI - Bayesian Analysis of Skew Normal Mixture Regression
TT - تحلیل بیزی رگرسیون چولهنرمال آمیخته
N2 - 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.
SP - 297
EP - 317
AU - Fallah, Afshin
AU - Kazemi, Ramin
AU - Khosravi, Hasan
AD -
KW - Bayesian Regression Analysis
KW - Mixture Distribution
KW - Skewness
KW - EM Algorithm
KW - Gibbs Algorithm
UR - http://jss.irstat.ir/article-1-639-en.html
ER -