Journal article
On order statistics from bivariate skew-normal and skew-tν distributions
Abstract
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 …
Authors
Jamalizadeh A; Balakrishnan N
Journal
Journal of Statistical Planning and Inference, Vol. 138, No. 12, pp. 4187–4197
Publisher
Elsevier
Publication Date
December 2008
DOI
10.1016/j.jspi.2008.03.035
ISSN
0378-3758