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

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.

Bibliographic Details
Main Authors: Zheng, Shimin, Hardin, J. M., Gupta, A. K.
Published: Digital Commons @ East Tennessee State University 2012
Subjects:
closed skew normal distribution
conditional distribution
matrix-variate closed skew normal distribution
matrix variate skew normal distribution
multivariate distribution
normal distribution
Primary: 62H10
Secondary: 62H05
skew normal distribution
Biostatistics and Epidemiology
Biostatistics
Mathematics
Online Access:https://dc.etsu.edu/etsu-works/47
https://doi.org/10.1080/02331888.2010.528895

Internet

https://dc.etsu.edu/etsu-works/47
https://doi.org/10.1080/02331888.2010.528895

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