Title

The Inverse Problem of Multivariate and Matrix-Variate Skew Normal Distributions

Document Type

Article

Publication Date

6-1-2012

Description

In this paper, we prove that the joint distribution of random vectors Z 1 and Z 2 and the distribution of Z 2 are skew normal provided that Z 1 is skew normally distributed and Z 2 conditioning on Z 1 is distributed as closed skew normal. Also, we extend the main results to the matrix variate case.