Preprint
An Identity for Expectations and Characteristic Function of Matrix Variate Skew-normalDistribution with Applications to Associated Stochastic Orderings
Abstract
We establish an identity for E f (Y) -E f (X), when X and Y both have matrix
variateskew-normal distributions and the function f fulfills some weak
Authors
Pu T; Balakrishnan N; Yin C
Publication date
March 8, 2021
DOI
10.48550/arxiv.2103.05197
Preprint server
arXiv