Abstract #301567

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JSM 2002 Abstract #301567
Activity Number: 102
Type: Topic Contributed
Date/Time: Monday, August 12, 2002 : 10:30 AM to 12:20 PM
Sponsor: General Methodology
Abstract - #301567
Title: Additive Properties of the Skew Normal Random Vectors
Author(s): Graciela Gonzalez-Farias*+ and Jesus Dominguez Molina and Arjun Gupta
Affiliation(s): CIMAT, A.C. and Universidad de Guanajuato and Bowling Green State University
Address: Callejon de Jalisco s/n, Mineral de Valenciana, Guanajuato, GTO., International, 36000, Mexico
Keywords: Skew Nornal ; sum of random vectors ; linear transformations
Abstract:

We show that for a random vector with General Skew Multivariate Normal distribution (GSKMN), as defined in Dominguez et al (2001), any linear transformation is also in the family of GSKMN distributions. This family is closed under sums of independent random vectors as well. We consider alternative representations of multivariate skew normals from recent work, and we show for those cases that the sum of independent random vectors belong to the GSKMN distributions.

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