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A multivariate skew normal distribution

✍ Scribed by Arjun K. Gupta; Graciela González-Farı́as; J.Armando Domı́nguez-Molina


Book ID
108392109
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
225 KB
Volume
89
Category
Article
ISSN
0047-259X

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This paper provides a uniÿed treatment and a Bayesian interpretation of two di erent classes of multivariate skew-normal distributions proposed by Azzalini and Dalla Valle (Biometrika 83 (1996) 715) and Gupta et al. (Tech. Rep., Cimat, Mexico (2001)). We show that the above classes of distributions