Title of article
Distribution of quadratic forms under skew normal settings
Author/Authors
Wang، نويسنده , , Tonghui and Li، نويسنده , , Baokun and Gupta، نويسنده , , Arjun K.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2009
Pages
13
From page
533
To page
545
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
primary62H10 , secondary62E17 , Multivariate skew normal distribution , Noncentral skew chi-square distribution , Cochran’s theorem , moment generating function , necessary and sufficient conditions
Journal title
Journal of Multivariate Analysis
Serial Year
2009
Journal title
Journal of Multivariate Analysis
Record number
1564964
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