Some multivariate singular unified skew-normal distributions and their application

被引:1
|
作者
Amiri, Mehdi [1 ]
Jamalizadeh, Ahad [2 ]
Towhidi, Mina [1 ]
机构
[1] Shiraz Univ, Coll Sci, Dept Stat, Shiraz, Iran
[2] Shahid Bahonar Univ Kerman, Fac Math & Comp, Dept Stat, Kerman, Iran
关键词
Truncated distribution; Singular unified skew-normal distribution; Order statistics; Mean past life time; Mean residual life time; DEPENDENT RANDOM-VARIABLES; LINEAR-COMBINATIONS; ORDER-STATISTICS;
D O I
10.1080/03610926.2013.875575
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
We introduce here the truncated version of the unified skew-normal (SUN) distributions. By considering a special truncations for both univariate and multivariate cases, we derive the joint distribution of consecutive order statistics X-(r,X- ...,X- r + k) = (X-(r), ..., X(r + K))(T) from an exchangeable n-dimensional normal random vector X. Further we show that the conditional distributions of X-(r + j,X- ...,X- r + k) given X-(r,X- ...,X- r + j - 1), X-(r,X- ...,X- r + k) given (X-(r) > t)and X((r, ..., r + k))given (X(r + k) < t) are special types of singular SUN distributions. We use these results to determine some measures in the reliability theory such as the mean past life (MPL) function and mean residual life (MRL) function.
引用
收藏
页码:2159 / 2171
页数:13
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