The inverse problem of multivariate and matrix-variate skew normal distributions

被引：3

作者：

Zheng, S. ^{[2
,3
]}

Hardin, J. M. ^{[4
]}

Gupta, A. K. ^{[1
]}

机构：

[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA

[2] E Tennessee State Univ, Dept Biostat & Epidemiol, Johnson City, TN 37614 USA

[3] Nanjing Audit Univ, Dept Finance, Nanjing, Jiangsu, Peoples R China

[4] Univ Alabama, Dept Informat Syst Stat & Management Sci, Tuscaloosa, AL 35487 USA

来源：

STATISTICS | 2012年 / 46卷 / 03期

关键词：

skew normal distribution; normal distribution; conditional distribution; multivariate distribution; matrix variate skew normal distribution; closed skew normal distribution; matrix-variate closed skew normal distribution; DENSITY-FREE APPROACH;

D O I：

10.1080/02331888.2010.528895

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we prove that the joint distribution of random vectors Z(1) and Z(2) and the distribution of Z(2) are skew normal provided that Z(1) is skew normally distributed and Z(2) conditioning on Z(1) is distributed as closed skew normal. Also, we extend the main results to the matrix variate case.

引用

页码：361 / 371

页数：11

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