On the multivariate Skew-Normal distribution and its scale mixtures
نویسندگان
چکیده
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.
منابع مشابه
The Family of Scale-Mixture of Skew-Normal Distributions and Its Application in Bayesian Nonlinear Regression Models
In previous studies on fitting non-linear regression models with the symmetric structure the normality is usually assumed in the analysis of data. This choice may be inappropriate when the distribution of residual terms is asymmetric. Recently, the family of scale-mixture of skew-normal distributions is the main concern of many researchers. This family includes several skewed and heavy-tailed d...
متن کاملOn the Canonical-Based Goodness-of-fit Tests for Multivariate Skew-Normality
It is well-known that the skew-normal distribution can provide an alternative model to the normal distribution for analyzing asymmetric data. The aim of this paper is to propose two goodness-of-fit tests for assessing whether a sample comes from a multivariate skew-normal (MSN) distribution. We address the problem of multivariate skew-normality goodness-of-fit based on the empirical Laplace tra...
متن کاملAn Extension of the Birnbaum-Saunders Distribution Based on Skew-Normal t Distribution
In this paper, we introducte a family of univariate Birnbaum-Saunders distributions arising from the skew-normal-t distribution. We obtain several properties of this distribution such as its moments, the maximum likelihood estimation procedure via an EM-algorithm and a method to evaluate standard errors using the EM-algorithm. Finally, we apply these methods to a real data set to demonstr...
متن کاملShape mixtures of multivariate skew-normal distributions
Classes of shape mixtures of independent and dependent multivariate skew-normal distributions are considered and some of their main properties are studied. If interpreted from a Bayesian point of view, the results obtained in this paper bring tractability to the problem of inference for the shape parameter, that is, the posterior distribution can be written in analytic form. Robust inference fo...
متن کاملON AN INDEPENDENT RESULT USING ORDER STATISTICS AND THEIR CONCOMITANT
Let X1;X2;...;Xn have a jointly multivariate exchangeable normal distribution. In this work we investigate another proof of the independence of X and S2 using order statistics. We also assume that (Xi ; Yi); i =1; 2;...; n; jointly distributed in bivariate normal and establish the independence of the mean and the variance of concomitants of order statistics.
متن کامل