Utilize este identificador para referenciar este registo: http://hdl.handle.net/10400.14/14508
Título: Modelling interval data with Normal and Skew-Normal distributions
Autor: Brito, Paula
Duarte Silva, A. P.
Palavras-chave: Symbolic data
Parametric modelling of interval data
Statistical tests for interval data
Skew-Normal distribution
Data: 2012
Editora: Taylor & Francis
Citação: BRITO, Paula ; DUARTE SILVA, A.P. - Modelling interval data with Normal and Skew-Normal distributions. Journal of Applied Statistics. ISSN 1360-0532. Vol. 39, N.º 1 (2012), p. 3–20
Resumo: A parametric modelling for interval data is proposed, assuming a multivariate Normal or Skew-Normal distribution for the midpoints and log-ranges of the interval variables. The intrinsic nature of the interval variables leads to special structures of the variance–covariance matrix, which is represented by five different possible configurations. Maximum likelihood estimation for both models under all considered configurations is studied. The proposed modelling is then considered in the context of analysis of variance and multivariate analysis of variance testing. To access the behaviour of the proposed methodology, a simulation study is performed. The results show that, for medium or large sample sizes, tests have good power and their true significance level approaches nominal levels when the constraints assumed for the model are respected; however, for small samples, sizes close to nominal levels cannot be guaranteed. Applications to Chinese meteorological data in three different regions and to credit card usage variables for different card designations, illustrate the proposed methodology.
Peer review: yes
URI: http://hdl.handle.net/10400.14/14508
Aparece nas colecções:CEGE - Artigos em revistas internacionais com Arbitragem / Papers in international journals with Peer-review

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