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Identifiability of two‐component skew normal mixtures with one known component

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  • Shantanu Jain
  • Michael Levine
  • Predrag Radivojac
  • Michael W. Trosset

Abstract

We give sufficient identifiability conditions for estimating mixing proportions in two‐component mixtures of skew normal distributions with one known component. We consider the univariate case and two multivariate extensions: a multivariate skew normal distribution (MSN) and the canonical fundamental skew normal distribution (CFUSN). The characteristic function of the CFUSN distribution is additionally derived.

Suggested Citation

  • Shantanu Jain & Michael Levine & Predrag Radivojac & Michael W. Trosset, 2019. "Identifiability of two‐component skew normal mixtures with one known component," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 46(4), pages 955-986, December.
    • Handle: RePEc:bla:scjsta:v:46:y:2019:i:4:p:955-986
    DOI: 10.1111/sjos.12377
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