A multivariate skew normal distribution

A Two-parameter Balakrishnan Skew-normal Distribution

In this paper, we discuss a generalization of Balakrishnan skew-normal distribution with two parameters that contains the skew-normal, the Balakrishnan skew-normal and the two-parameter generalized skew-normal distributions as special cases. Furthermore, we establish some useful properties and two extensions of this distribution. 

A Flexible Skew-Generalized Normal Distribution

 In this paper, we consider a flexible skew-generalized normal distribution. This distribution is denoted by $FSGN(/lambda _1, /lambda _2 /theta)$. It contains the normal, skew-normal (Azzalini, 1985), skew generalized normal (Arellano-Valle et al., 2004) and skew flexible-normal (Gomez et al., 2011) distributions as special cases. Some important properties of this distribution are establi...

Screening for a Multivariate Mixture Normal Distribution

On the multivariate Skew-Normal distribution and its scale mixtures

In this paper we study the multivariate skew-normal distribution and its scale mixtures, as extensions of the similar non-skewed distributions. Different parameterizations and some properties are investigated. ∗ Subject Classification: 60E05.

The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms

In this talk, the class of multivariate extended skew normal distributions is introduced. The properties of this class of distributions, such as, the moment generating function, probability density function, conditional probability density functions and independence are discussed. The definition of extended noncentral skew chi-square distribution is given. The necessary and sufficient condition...