Title of article
A multivariate skew normal distribution
Author/Authors
Gupta، نويسنده , , Arjun K. and Gonz?lez-Far??as، نويسنده , , Graciela and Dom??nguez-Molina، نويسنده , , J.Armando، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2004
Pages
10
From page
181
To page
190
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
Non-normal models , Density , Marginal , Regression , Conditional , Moments , Contours , moment generating function
Journal title
Journal of Multivariate Analysis
Serial Year
2004
Journal title
Journal of Multivariate Analysis
Record number
1557968
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