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Distribution of quadratic forms under skew normal settings |
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| Authors: | Tonghui Wang Baokun Li |
| Institution: | a New Mexico State University, Las Cruces, NM, USA b Southwestern University of Finance and Economics, Chengdu, China c Bowling Green State University, Bowling Green, OH, USA |
| Abstract: | For a class of multivariate skew normal distributions, the noncentral skew chi-square distribution is studied. The necessary and sufficient conditions under which a sequence of quadratic forms is generalized noncentral skew chi-square distributed random variables are obtained. Several examples are given to illustrate the results. |
| Keywords: | primary 62H10 secondary 62E17 |
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