Questions tagged [skew-normal-distribution]

A family of probability distributions that includes the normal distribution as a special case, but which generalise it by allowing the distribution to be skewed.

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How to fit a mixed effect model to a left skewed continuous response

Does anyone have any suggestions (short of transforming my data) on how to fit a mixed effect model to a continuous response variable that is left-skewed? Other words, what probability density ...
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394 views

Skewness Impact on Classification

I have a dataset with 134 attributes and my goal is to build a binary classification model. While exploring the dataset, I found that there was high skewness present in the attributes. I wanted to ...
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1k views

Multivariate asymmetric generalized gaussian distribution

I would like to write the distribution of a multivariate asymmetric generalized gaussian distribution and plot the result with Matlab. So far I was able to write the code to create a bivariate ...
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Why does deviation from uniform distribution suggest skewed-t model may not provide adequate fits for copula model

I read a book titled "Statistics and Data Analysis for Financial Engineering with R examples". At page 203, I read the following paragraph. "Figure 8....
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153 views

Getting skew normal parameters from its moments

I have data on expenditure in dollars, and for set of countries i know average expenditure, sd, skewness. For example in country A mean=200\$, sd=100, skewness=1.5 and i want to estimate probability ...
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158 views

Is the skew normal distribution a member of the exponential family

I'm trying to proof that the skew normal distribution ist part of the exponential family, but I cannot find a solution. So is it a member of the exponential family or are my assumptions misleading? ...
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1answer
32 views

Which test should I use to compare a normal distribution sample with skewed distribution sample?

I have two groups : Infection group (n=26) and healthy control group (n=127). The aim is to see if there is a difference in the mean of T cells absolute count* values between the two groups. Ho= the ...
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372 views

Find the error on the peak value (mode) of a skewed gaussian

I have a distribution of data that follows approximately a skewed gaussian distribution (count rate vs time). I fit the distribution with the following function in python: ...
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1answer
107 views

Known univariate unimodal analytical convolution with gaussian

I have data that are distributed with an unknown distribution. The data are from one continuous variable and unimodal. The shape looks like a gaussian, but it is asymmetric and with more long tails. ...
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34 views

Skewed normal distribution where y goes to 0 for fixed values of x (0 and 1 here)

I am trying to generate simulated data for gases. For any gas I want both the highest and lowest input values to produce the outcome 0 (or very near 0). And I want the 'peak input fraction' to produce ...
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226 views

Existence of a specific linear combination of independent random variables (stochastic representation of the flexible skew normal)

Suppose to have two standard normal variables $X$ and $Y$. I would like to find something as $Y= aR+\sum_{i=1}^k b_kC_k$ (1) (k can be 1,2 or whatever) where $a,b_1, \dots , k$ are appropriate ...
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23 views

Skewed normal distribution

I've trained many mixed effects models and plotted the residuals vs the fitted and found this skew is appearing in many of my models. I'm unsure if this shows that normality is being violated, to me ...
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Understanding Data Skewness and Data Trend

My dataset has 115 points and I am cleaning/processing the data in python. My understanding is that having a symmetric normal distribution ensures that when the model is trained, it will not have a ...
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46 views

Calculating likelihood for skewed normal distribution

I would like to make a probabilistic estimate of a continuous parameter θ using Bayes' theorem. Initially, I assume that the true value of θ is equally likely to be anywhere in the interval [0,20]. ...
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22 views

fitting a distribution to skewed proportional data with negative values and bounded on one side

I'm building a model to understand how different variables influence protected area performance at stopping deforestation (using counterfactual analysis). My response variable is the percentage of ...
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20 views

Have I calculated the normal distribution standard deviation equivalent correctly from this the skew normal variance?

Purpose of this work: I have two datasets. I am trying to match one person from dataset A to one person from dataset B, for every person in dataset A. These are being matched on the age difference ...
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367 views

Is skewness visible in the cumulative distribution function (cdf)?

The following two figures are the pdf's of four parametric distributions and their corresponding cdf's. The most left-ward blue line is clearly not skewed, while the most right-ward orange line is ...
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unable to remove skewness from my data

I am trying to remove skewness from my data, since my linear model requires it. e.g. all the columns in my data look like this after plotting a kde: my data contains, 0s, posituve and negative values....
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what skewness measure should i use to asses my data?

I am trying to assess the skewness of my data, basically i want to see which columns have high skewness and then try and transform the data to be normally distributed. I am doing this since i think it ...
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276 views

Dealing with non positive definite matrix covariance (possible numeric issue)

I'm generating random number of a multivariate skew normal distribution. Here is my code: ...
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215 views

Generate random values to mimic skewness

I have a actual set of data where the variables are heavily skewed, both positively and negatively. I need to generate random sample data for the values going forward. The data needs to be similarly ...
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1answer
49 views

Generating random values from a multivariate skew-normal with fixed marginals

I'm generating random values from the multivariate skew-normal, and I want that the marginal distributions from this multivariate one have fixed parameters as the following: I'm generating from ...