Title of article :
Geometric approach to the skewed normal distribution
Author/Authors :
Günzel، نويسنده , , Thomas and Richter، نويسنده , , Wolf-Dieter and Scheutzow، نويسنده , , Stefan and Schicker، نويسنده , , Kay and Venz، نويسنده , , John، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
The representations of the skewed normal distribution given in Propositions 1–4 in Genton (Ed., 2004) are considered here from a unified geometric point of view and are, based upon this, generalized in two respects. On the one hand, the four concrete representations motivate us for a unified and much more general algebraic–geometric representation of the skewed normal distribution (Theorems 1 and 2 as well as Remarks 2 and 3); on the other hand, the mentioned representations are generalized to the elliptically contoured case (Propositions and Corollaries 1c–4c).
Keywords :
Skewed normal distribution , Skewed elliptical distribution , Geometric measure representation , Method of indivisibles , intersection percentage function , Stochastic representations
Journal title :
Journal of Statistical Planning and Inference
Journal title :
Journal of Statistical Planning and Inference