Some properties of the unified skew-normal distribution

نویسندگان

چکیده

Abstract For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number properties are already known, but many others not, even some basic ones. The present contribution aims at filling missing gaps. Specifically, moments up to fourth order obtained, from here expressions Mardia’s measures skewness kurtosis. Other results concern property log-concavity distribution, closure with respect conditioning on intervals, possible alternative parameterization.

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ژورنال

عنوان ژورنال: Statistical papers

سال: 2021

ISSN: ['2412-110X', '0250-9822']

DOI: https://doi.org/10.1007/s00362-021-01235-2