On asymmetric distributions of copula related random variables which includes the skew-normal ones
نویسندگان
چکیده
منابع مشابه
Distributions of Functions of Normal Random Variables
The unit or standard normal random variable U is a normally distributed variable with mean zero and variance one, i. e. U ∼ N(0, 1). Note that if x ∼ N(µ, σ 2) that x − µ σ ∼ U ∼ N(0, 1) (1) Thus to simulate a normal random variable with mean µ and variance σ 2 , we can simply transform unit normals, as x ∼ µ + σU ∼ N(µ, σ 2) (2) Consider n independent random variables x i ∼ N(µ, σ 2), then x ∼...
متن کاملOrdered Random Variables from Discontinuous Distributions
In the absolutely continuous case, order statistics, record values and several other models of ordered random variables can be viewed as special cases of generalized order statistics, which enables a unified treatment of their theory. This paper deals with discontinuous generalized order statistics, continuing on the recent work of Tran (2006). Specifically, we show that in general neither re...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Kybernetika
سال: 2023
ISSN: ['1805-949X', '0023-5954']
DOI: https://doi.org/10.14736/kyb-2022-6-0984