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.
منابع مشابه
Generalizations of the Skew t-Normal Distribution and their Properties
In this paper we consider several generalizations of the skew t-normal distribution, and some of their properties. Also, we represent several theorems for constructing each generalized skew t-normal distribution. Next, we illustrate the application of the proposed distribution studying the ratio of two heavy metals, Nickel and Vanadium, associated with crude oil in Shadgan wetland in the south-...
متن کاملgeneralizations of the skew t-normal distribution and their properties
in this paper we consider several generalizations of the skew t-normal distribution, and some of their properties. also, we represent several theorems for constructing each generalized skew t-normal distribution. next, we illustrate the application of the proposed distribution studying the ratio of two heavy metals, nickel and vanadium, associated with crude oil in shadgan wetland in the south-...
متن کاملA 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.
متن کاملComparing the Efficiency of Dmus with Normal and Skew-Normal Distribution using Data Envelopment Analysis
Data envelopment analysis (DEA) is a nonparametric approach to evaluate theefficiency of decision making units (DMU) using mathematical programmingtechniques. Almost, all of the previous researches in stochastic DEA have been usedthe stochastic data when the inputs and outputs are normally distributed. But, thisassumption may not be true in practice. Therefore, using a normal distribution wi...
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: Statistical papers
سال: 2021
ISSN: ['2412-110X', '0250-9822']
DOI: https://doi.org/10.1007/s00362-021-01235-2