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The Inverse Problem of Multivariate and Matrix-Variate Skew Normal Distributions

In this paper, we prove that the joint distribution of random vectors Z 1 and Z 2 and the distribution of Z 2 are skew normal provided that Z 1 is skew normally distributed and Z 2 conditioning on Z 1 is distributed as closed skew normal. Also, we extend the main results to the matrix variate case.

Identiferoai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1056
Date01 June 2012
CreatorsZheng, Shimin, Hardin, J. M., Gupta, A. K.
PublisherDigital Commons @ East Tennessee State University
Source SetsEast Tennessee State University
Detected LanguageEnglish
Typetext
SourceETSU Faculty Works

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