Estimation of Location Parameter in the Skew Normal Setting with Known Coefficient of Variation and Skewness

Abstract

In this paper, three new confidence intervals for the location parameter of skew normal family with known coefficient of variation and skewness are established. Corresponding with these new intervals, three confidence intervals with shortest lengths are obtained also. Monto Carlo simulations of these confidence intervals are discussed towards their coverage probabilities and average lengths. Finally, comparisons of these estimation methods are studied.