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

Creator(s)

Shimin Zheng, East Tennessee State UniversityFollow
J. M. Hardin, University of Alabama
A. K. Gupta, Bowling Green State University

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.

Citation Information

Zheng, Shimin; Hardin, J. M.; and Gupta, A. K.. 2012. The Inverse Problem of Multivariate and Matrix-Variate Skew Normal Distributions. Statistics. Vol.46(3). 361-371. https://doi.org/10.1080/02331888.2010.528895 ISSN: 0233-1888