Some results on the truncated multivariate skew-normal distribution

RA Morán-Vásquez, DH Cataño Salazar, DK Nagar - Symmetry, 2022 - mdpi.com
RA Morán-Vásquez, DH Cataño Salazar, DK Nagar
Symmetry, 2022mdpi.com
The multivariate skew-normal distribution is useful for modeling departures from normality in
data through parameters controlling skewness. Recently, several extensions of this
distribution have been proposed in the statistical literature, among which the truncated
multivariate skew-normal distribution is the foremost. Truncated distributions appear
frequently in various theoretical and applied statistical problems. In this article, we study
several properties of the truncated multivariate skew-normal distribution. We obtain …
The multivariate skew-normal distribution is useful for modeling departures from normality in data through parameters controlling skewness. Recently, several extensions of this distribution have been proposed in the statistical literature, among which the truncated multivariate skew-normal distribution is the foremost. Truncated distributions appear frequently in various theoretical and applied statistical problems. In this article, we study several properties of the truncated multivariate skew-normal distribution. We obtain distributional results through affine transformations, marginalization, and conditioning. Furthermore, the log-concavity of the joint probability density function is established.
MDPI
以上显示的是最相近的搜索结果。 查看全部搜索结果