|
|||||
|
|
A multivariate skew normal distribution |
|
| Affiliation: | a Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403-0221, USA b Centro de Investigación en Matemáticas, Mexico c Universidad de Guanajuato, Mexico |
| Abstract: | In this paper, we define a new class of multivariate skew-normal distributions. Its properties are studied. In particular we derive its density, moment generating function, the first two moments and marginal and conditional distributions. We illustrate the contours of a bivariate density as well as conditional expectations. We also give an extension to construct a general multivariate skew normal distribution. |
| Keywords: | Primary 62H10 Secondary 62E15 |
| 本文献已被 ScienceDirect 等数据库收录！ | |