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Activity Number: 331
Type: Contributed
Date/Time: Tuesday, August 8, 2006 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #307357
Title: On the Decomposition of the Skew-Symmetric Family of Probability Distributions
Author(s): Jose A. Sanqui*+ and Arjun K. Gupta and Truc T. Nguyen
Companies: Appalachian State University and Bowling Green State University and Bowling Green State University
Address: 121 Bodenheimer Drive, Boone, NC, 28608,
Keywords: skew-normal ; skew-symmetric ; characteristic function
Abstract:

In the paper of Gupta et al. (2004), a conjecture was given regarding the decomposition of the skew-symmetric family. The conjecture states that if a certain linear combination of two independent random variables belong to a member of the skew-symmetric class and one of the random variables is standard normally distributed, then the other variable must also belong to the same member of the skew-symmetric family. This conjecture is shown to hold for the skew-normal distribution. In this paper, we will present results for other members of the skew-symmetric family. Reference: Gupta, A.K., Nguyen, T.T and Sanqui, JAT (2004). Characterization of the skew-normal distribution, Annals of the Institute of Statistical Mathematics, 56, 351-360.

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