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Activity Number: 553
Type: Contributed
Date/Time: Wednesday, August 12, 2015 : 10:30 AM to 12:20 PM
Sponsor: Section on Statistical Computing
Abstract #317953
Title: The Multivariate Extended Skew Normal Distribution and Its Quadratic Forms
Author(s): Weizhong Tian* and Tonghui Wang and Cong Wang
Companies: New Mexico State University and New Mexico State University and New Mexico State University
Keywords: Extended noncentral skew chi-square distribution ; Skew-normal ; Quadratic form ; Moment generating function
Abstract:

In this paper, the class of multivariate extended skew normal distributions is introduced. The properties of this class of distributions, such as, the moment generating function, Probability density function, conditional probability density functions and independence are discussed. Based on this class of distributions, the extended noncentral skew chi-square distribution is defined and its properties are investigated. Also the necessary and sufficient conditions, under which a quadratic form of the model has an extended noncentral skew chi-square distribution, are obtained. For illustration of our main results several examples are given.


Authors who are presenting talks have a * after their name.

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