On order statistics from bivariate skew-normal and skew-tν distributions

In this paper, we use the generalized skew-normal distribution, GSN(θ1,θ2,γ), which is a special case of the unified multivariate skew-normal distribution studied recently by Arellano-Valle and Azzalini (2006), and its properties to derive the distributions of order statistics from bivariate skew-normal and bivariate skew-tν distributions. By using these distributional results, we also derive explicit expressions for means, variances and covariance of these order statistics.