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