On asymmetric distributions of copula related random variables which includes the skew-normal ones

Finite Mixture Distributions with Skew Normal Components

This article has no abstract.

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 ∼...

Distributions of Functions of Normal Random Variables

I the Distributions of Quadratic Forms on Normal Random Variables

Ordered 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...