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Modelling interval data with Normal and Skew-Normal distributions

Author

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  • Paula Brito
  • A. Pedro Duarte Silva

Abstract

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.

Suggested Citation

  • Paula Brito & A. Pedro Duarte Silva, 2012. "Modelling interval data with Normal and Skew-Normal distributions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 39(1), pages 3-20, March.
    • Handle: RePEc:taf:japsta:v:39:y:2012:i:1:p:3-20
    DOI: 10.1080/02664763.2011.575125
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    References listed on IDEAS

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    1. Adelchi Azzalini, 2005. "The Skew‐normal Distribution and Related Multivariate Families," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 32(2), pages 159-188, June.
    2. Gil, Maria Angeles & Gonzalez-Rodriguez, Gil & Colubi, Ana & Montenegro, Manuel, 2007. "Testing linear independence in linear models with interval-valued data," Computational Statistics & Data Analysis, Elsevier, vol. 51(6), pages 3002-3015, March.
    3. A. Azzalini & A. Capitanio, 1999. "Statistical applications of the multivariate skew normal distribution," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(3), pages 579-602.
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    Citations

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    Cited by:

    1. Eufr�sio de A. Lima Neto & Ulisses U. dos Anjos, 2015. "Regression model for interval-valued variables based on copulas," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(9), pages 2010-2029, September.
    2. Sinova, Beatriz & Van Aelst, Stefan, 2015. "On the consistency of a spatial-type interval-valued median for random intervals," Statistics & Probability Letters, Elsevier, vol. 100(C), pages 130-136.
    3. Drago, Carlo, 2015. "Exploring the Community Structure of Complex Networks," MPRA Paper 81024, University Library of Munich, Germany.
    4. Liang-Ching Lin & Hsiang-Lin Chien & Sangyeol Lee, 0. "Symbolic interval-valued data analysis for time series based on auto-interval-regressive models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 0, pages 1-21.
    5. Karel Hron & Paula Brito & Peter Filzmoser, 2017. "Exploratory data analysis for interval compositional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 11(2), pages 223-241, June.
    6. A. Pedro Duarte Silva & Peter Filzmoser & Paula Brito, 2018. "Outlier detection in interval data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(3), pages 785-822, September.
    7. A. Silva & Paula Brito, 2015. "Discriminant Analysis of Interval Data: An Assessment of Parametric and Distance-Based Approaches," Journal of Classification, Springer;The Classification Society, vol. 32(3), pages 516-541, October.
    8. Dias, Sónia & Brito, Paula, 2017. "Off the beaten track: A new linear model for interval data," European Journal of Operational Research, Elsevier, vol. 258(3), pages 1118-1130.
    9. Drago, Carlo, 2015. "Exploring the Community Structure of Complex Networks," MPRA Paper 81024, University Library of Munich, Germany.

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