Integral stochastic ordering of the multivariate normal mean-variance and the skew-normal scale-shape mixture models

‎In this paper‎, ‎we introduce integral stochastic ordering of two‎ most important classes of distributions that are commonly used to fit data possessing high values of skewness and (or)‎ ‎kurtosis‎. ‎The first one is based on the selection distributions started by the univariate skew-normal distribution‎. ‎A broad‎, ‎flexible and newest class in this area is the scale and shape mixture of multivariate skew-normal distributions‎. ‎The second …