Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables

被引：0
|
作者：
Pinheiro, Maximiano [1 ,2 ]
机构：
[1] Banco Portugal, Ave Almirante Reis 71, P-1150012 Lisbon, Portugal
[2] Univ Tecn Lisboa, ISEG, P-1200781 Lisbon, Portugal
来源：
JOURNAL OF PROBABILITY AND STATISTICS | 2012年 / 2012卷
关键词：
D O I：
10.1155/2012/758975
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：
Marginal probability density and cumulative distribution functions are presented for multidimensional variables defined by nonsingular affine transformations of vectors of independent two-piece normal variables, the most important subclass of Ferreira and Steel's general multivariate skewed distributions. The marginal functions are obtained by first expressing the joint density as amixture of Arellano-Valle and Azzalini's unified skew-normal densities and then using the property of closure under marginalization of the latter class.
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页数：10
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