A Novel Multivariate Generalized Skew-Normal Distribution with Two Parameters BGSNn, m (λ1, λ2)

Fathi, B.; Hasanalipour, P.

doi:10.2478/jamsi-2014-0007

.blurhash-client-img { display: none !important; }

A Novel Multivariate Generalized Skew-Normal Distribution with Two Parameters BGSNn, m (λ1, λ2)

Journal of Applied Mathematics, Statistics and Informatics

Volume 10 (2014): Issue 1 (May 2014)

By: B. Fathi and P. Hasanalipour

Open Access

|Jul 2014

Abstract

In this paper we first introduce a new class of multivariate generalized asymmetric skew-normal distributions with two parameters λ₁,λ₂ that we present it by BGSN_{n, m} (λ₁,λ₂), and we finally obtain some special properties of BGSN_nm(λ₁,λ₂).

References

[1] Arellano-Valle R. B, Gomez H. W, Quintana F. A (2004). A new class of skew- normal distribution. Commun. Stat Theory Methods.33(7):1465-1480.
Search in Google Scholar
[2] Azzalini A (1985). A class of distributions which includes the normal ones. Scand J Stat. 12:171178.
Search in Google Scholar
[3] Hasanalipour P, Sharafi M (2010). A new generalized Balakrishnan skew-normal distribution. Statistical Papers,10.1007/s00362-010-0330-9
Search in Google Scholar
[4] Jamalizadeh A, Behboodian J, Balakrishnan N (2008). A two-parameter gen- eralized skew-normal distribution. Stati sti cs and Probability L etters 78: 1722-1726.
Search in Google Scholar
[5] Sharafi M, Behboodian J (2008). The Balakrishnan skew-normal density. Statistical Papers, 49: 769778.
Search in Google Scholar

DOI: https://doi.org/10.2478/jamsi-2014-0007 | Journal eISSN: 1339-0015 | Journal ISSN: 1336-9180

Journal RSS Feed

Language: English

Page range: 75 - 79

Published on: Jul 15, 2014

Published by: University of Ss. Cyril and Methodius in Trnava

In partnership with: Paradigm Publishing Services

Publication frequency: 2 issues per year

Keywords:

Multivariate distribution,

Skew-normal,

Conditional

Related subjects:

Computer sciences,

Information technology,

Mathematics,

Logic and set theory,

Probability and statistics,

Applied mathematics

© 2014 B. Fathi, P. Hasanalipour, published by University of Ss. Cyril and Methodius in Trnava
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Previous article Volume 10 (2014): Issue 1 (May 2014)Next article