Title of article
Quadratic forms in skew normal variates ✩
Author/Authors
Arjun K. Gupta، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2002
Pages
7
From page
558
To page
564
Abstract
In this paper first a characterization of the multivariate skew normal distribution is
given. Then the joint moment generating functions of two quadratic forms, and a linear
compound and a quadratic form in skew normal variates, have been derived and conditions
for their independence are given. Distribution of the ratios of quadratic forms in skew
normal variates has also been studied.
2002 Elsevier Science (USA). All rights reserved
Keywords
Moments , Serial correlation , Characteristic function , Ratio of quadraticform , Independence , Linear compound
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2002
Journal title
Journal of Mathematical Analysis and Applications
Record number
930166
Link To Document