Linear orderings of the scale mixtures of the multivariate skew-normal distribution
Journal of Multivariate Analysis, 2020In this paper, (positive) linear stochastic orderings of random vectors X and Y having scale mixtures of the multivariate skew-normal distribution are studied.
Mehdi Amiri, S. Izadkhah, A. Jamalizadeh
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On Parametrization of Multivariate Skew-Normal Distribution
Communications in Statistics - Theory and Methods, 2015Meelis Käärik
exaly +2 more sources
Generalized Alpha Skew Normal Distribution
Statistica & Applicazioni, 2020This paper extends the work of Elal-Olivero (2010) on the alpha-skew normal distribution. The extension is a multivariate version of Elal-Olivero’s univariate case. Then we study the statistical properties of the new extension such as marginal and conditional distribution, closure under convolution with normal random variate. Furthermore, we illustrate
Alodat, Tareq +3 more
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Event-Based State Estimation: Optimal Algorithm With Generalized Closed Skew Normal Distribution
IEEE Transactions on Automatic Control, 2019This paper investigates the remote state estimation problem over a bandwidth-limited channel. To improve the estimation quality, an event-based schedule is proposed to determine whether to transmit the current measurement to the remote estimator or not ...
Lidong He, Jiming Chen, Y. Qi
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A novel moment method using the log skew normal distribution for particle coagulation
Journal of Aerosol Science, 2019A novel moment method is proposed to predict the detailed size distribution for particle coagulation. The method uses the log skew normal distribution (LSND) to approximate the actual size distribution.
Kaiyuan Wang, Suyuan Yu, W. Peng
semanticscholar +1 more source
The inverse Gaussian process with a skew-normal distribution as a degradation model
Communications in statistics. Simulation and computation, 2019This article incorporates a skew-normal distribution into an inverse Gaussian (IG) process to represent the unit-to-unit variability of the degradation rate, while a symmetrical distribution or approximately symmetrical distribution is commonly adopted ...
Xudan Chen +3 more
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Skewed distributions generated by the normal kernel
Statistics & Probability Letters, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nadarajah, Saralees, Kotz, Samuel
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Multivariate tail conditional expectation for scale mixtures of skew-normal distribution
Journal of Statistical Computation and Simulation, 2019In practice, a financial or actuarial data set may be a skewed or heavy-tailed and this motivates us to study a class of distribution functions in risk management theory that provide more information about these characteristics resulting in a more ...
S. Mousavi +3 more
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Sampling distributions of skew normal populations associated with closed skew normal distributions
Random Operators and Stochastic Equations, 2019Abstract The sample mean and sample variance are commonly used statistics in our study. In this paper, distributions of the sample mean and sample variance from a skew normal population are derived under closed skew normal (CSN) settings.
Zhu, Xiaonan +3 more
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Sequential probability ratio test for skew normal distribution
Communications in statistics. Simulation and computation, 2019We consider a sequence of independent observations from a standard skew normal distribution with the shape parameter For testing the null hypothesis versus Neyman-Pearson lemma provides a uniformly most powerful (UMP) test with a fixed sample size.
Logan Opperman, Wei Ning
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