A note on an equivalence between chi-square and generalized skew-normal distributions

In this note, we establish an equivalence between chi-square and generalized skew-normal distributions. This result is based on a distributional invariance property of even functions in generalized skew-normal random vectors. It extends the chi-square properties related to univariate and multivariate skew-normal distributions.

MoreLess

Year of publication:	2004
Authors:	Wang, Jiuzhou ; Boyer, Joseph ; Genton, Marc G.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 4, p. 395-398
Publisher:	Elsevier
Keywords:	Chi-square distribution Invariance Generalized skew-normal distribution

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074604