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Truncated and Limited Skew-Normal and Skew-t...
Journal article

Truncated and Limited Skew-Normal and Skew-t Distributions: Properties and an Illustration

Abstract

The family of skew-normal distributions was discussed formally and popularized by Azzalini (1985, 1986) and since then it has been discussed extensively in the literature. In this article, we consider the truncated and limited forms of skew-normal and skew-t distributions and discuss some of their mathematical properties. We also derive explicit expressions for their cumulative distribution functions, moment generating function, and moments. We …

Authors

Jamalizadeh A; Pourmousa R; Balakrishnan N

Journal

Communication in Statistics- Theory and Methods, Vol. 38, No. 16-17, pp. 2653–2668

Publisher

Taylor & Francis

Publication Date

October 1, 2009

DOI

10.1080/03610910902936109

ISSN

0361-0926

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