Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables
Author
Source
Journal of Probability and Statistics
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-04-03
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
Marginal probability density and cumulative distribution functions are presented for multidimensional variables defined by nonsingular affine transformations of vectors of independent two-piece normal variables, the most important subclass of Ferreira and Steel's general multivariate skewed distributions.
The marginal functions are obtained by first expressing the joint density as a mixture of Arellano-Valle and Azzalini's unified skew-normal densities and then using the property of closure under marginalization of the latter class.
American Psychological Association (APA)
Pinheiro, Maximiano. 2012. Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables. Journal of Probability and Statistics،Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-496479
Modern Language Association (MLA)
Pinheiro, Maximiano. Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables. Journal of Probability and Statistics No. 2012 (2012), pp.1-10.
https://search.emarefa.net/detail/BIM-496479
American Medical Association (AMA)
Pinheiro, Maximiano. Marginal Distributions of Random Vectors Generated by Affine Transformations of Independent Two-Piece Normal Variables. Journal of Probability and Statistics. 2012. Vol. 2012, no. 2012, pp.1-10.
https://search.emarefa.net/detail/BIM-496479
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-496479