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A note on some properties of a skew-normal density

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Author Info

  • Carlos Martins-Filho

    (Department of Economics, University of Colorado)

  • Feng Yao

    (Department of Economics, West Virginia University)

Abstract

The sum of two independent random variables with normal and half normal densities has a skew-normal density (Azzalini, 1985). In this note we show that this skew-normal density satisfies all assumptions required in establishing the asymptotic properties of the estimators discussed in Martins-Filho and Yao (2010).

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File URL: http://www.be.wvu.edu/phd_economics/pdf/10-10.pdf
File Function: First version, 2010
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Bibliographic Info

Paper provided by Department of Economics, West Virginia University in its series Working Papers with number 10-10.

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Length: 19 pages
Date of creation: 2010
Date of revision:
Handle: RePEc:wvu:wpaper:10-10

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Keywords: skew-normal density; semi-parametric stochastic frontiers.;

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  1. Carlos Martins-Filho & Feng Yao, 2010. "Nonparametric stochastic frontier estimation via profile," Working Papers 10-09, Department of Economics, West Virginia University.
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Cited by:
  1. Carlos Martins-Filho & Feng Yao, 2010. "Nonparametric stochastic frontier estimation via profile," Working Papers 10-09, Department of Economics, West Virginia University.
  2. Federico Belotti & Giuseppe Ilardi, 2012. "Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model," CEIS Research Paper 231, Tor Vergata University, CEIS, revised 18 Apr 2012.

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