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.
| Identifer | oai:union.ndltd.org:ETSU/oai:dc.etsu.edu:etsu-works-1056 |
| Date | 01 June 2012 |
| Creators | Zheng, Shimin, Hardin, J. M., Gupta, A. K. |
| Publisher | Digital Commons @ East Tennessee State University |
| Source Sets | East Tennessee State University |
| Detected Language | English |
| Type | text |
| Source | ETSU Faculty Works |
Page generated in 0.0018 seconds