Additive properties of skew normal random vectors

被引：112

作者：

González-Farías, G

Domínguez-Molina, A

Gupta, AK

机构：

[1] Ctr Invest Matemat AC, Guanajuato 36240, Mexico

[2] Univ Guanajuato, Guanajuato 36240, Mexico

[3] Bowling Green State Univ, Bowling Green, OH 43403 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2004年 / 126卷 / 02期

关键词：

linear transformation; joint distribution of skew normal random variables; distribution of the sums; characterization; singular distribution;

D O I：

10.1016/j.jspi.2003.09.008

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 show that for a random vector with a multivariate closed skew normal (CSN) distribution all column (row) full rank linear transformations are in the family of CSN distributions. We also show the closure of sums of independent CSN random vectors and provide a characterization for the CSN. We consider alternative representations of multivariate skew normal distributions as particular cases of the CSN and use some of them to illustrate the above properties. (C) 2003 Elsevier B.V. All rights reserved.

引用

页码：521 / 534

页数：14

共 12 条

[1] Skewed multivariate models related to hidden truncation and/or selective reporting [J].