A multivariate skew normal distribution

被引：95
|
作者：
Gupta, AK [1 ]
González-Farías, G
Domínguez-Molina, JA
机构：
[1] Bowling Green State Univ, Dept Math & Stat, Bowling Green, OH 43403 USA
[2] Ctr Invest & Matemat, Mexico City, DF, Mexico
[3] Univ Guanajuato, Guanajuato, Mexico
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2004年 / 89卷 / 01期
关键词：
non-normal models; density; marginal; conditional; regression; moments; moment generating function; contours;
D O I：
10.1016/S0047-259X(03)00131-3
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 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. (C) 2003 Elsevier Inc. All rights reserved.
引用
收藏
页码：181 / 190
页数：10
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