In this work we investigate the generalized skew-symmetric distributions. Suppose Y is an absolutely continuous random variable symmetric about 0 with probability density function f and cumulative distribution function F. If a random variable X satisfies , then X is said to have a generalized...

Following the paper by Gupta and Chang (Multivariate skew-symmetric distributions. Appl. Math. Lett. 16, 643-646 2003.) we generate a multivariate skew normal-symmetric distribution with probability density function of the form fZ(z)=2[phi]p(z;[Omega])G([alpha]'z), where , [phi]p(z;[Omega]) is...