Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
권호 표지
DOI QR코드

DOI QR Code

A Family of Truncated Skew-Normal Distributions

  • Published : 2004.08.01
Download PDF
⟨ Previous Next ⟩

Abstract

The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

Keywords

References

  1. Psychometrika v.58 The nontruncated marginal of a truncated bivariate normal distribution Arnold, B. C.;Beaver, R. J.;Groeneveld, R. A.;Meeker, W. Q. https://doi.org/10.1007/BF02294652
  2. Scandinavian Journal of Statistics v.12 A class of distributions which includes the normal ones Azzalini, A.
  3. Biometrika v.83 The multivariate skew-normal distribution Azzalini, A.;Dalla valle, A. https://doi.org/10.1093/biomet/83.4.715
  4. Journal of the Royal Statistical Society B v.61 Statistical applications of the multivariate skew normal distribution Azzalini, A.;Capitanio, A. https://doi.org/10.1111/1467-9868.00194
  5. Journal of Multivariate Analysis v.79 A general class of multivariate skew elliptical distributions Branco, M. D.;Dey, D. K. https://doi.org/10.1006/jmva.2000.1960
  6. Truncated and Censored Samples : Theory and Applications Cohen, A. C.
  7. Scandinavian Journal of Statistics v.13 A probabilistic representation of the 'skew-normal' distribution Henze, N.
  8. Journal of the American Statistical Association v.90 Approximation to multivariate normal rectangle probabilities based on conditional expectations Joe, H. https://doi.org/10.2307/2291331
  9. Communications in Statistics, A v.31 Binary Regression with a class of skewed t link models Kim, H. J. https://doi.org/10.1081/STA-120014917
  10. Annals of Mathematical Statistics v.27 Tables for computing bi-variate normal probabilities Owen, D. B. https://doi.org/10.1214/aoms/1177728074
  11. Journal of the Royal Statistical Society, B v.18 Computation of the bi-variate normal integral Sowden, R. R.;Ashford, J. R.
  12. Applied Statistics v.23 Algorithm AS76: an integral useful in computing non-central t and bivariate normal probabilities Young, J. C.;Minder, Ch. E. https://doi.org/10.2307/2347148