On order statistics from bivariate skew-normal and skew-tν distributions

被引：17

作者：

Jamalizadeh, A. ^{[2
]}

Balakrishnan, N. ^{[1
]}

机构：

[1] McMaster Univ, Hamilton, ON L8S 4K1, Canada

[2] Shahid Bahonar Univ, Kerman, Iran

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 12期

基金：

加拿大自然科学与工程研究理事会;

关键词：

bivariate skew-normal distribution; bivariate skew-t distribution; order statistics; moment generating function; generalized skew-normal distribution; generalized skew-t distribution;

D O I：

10.1016/j.jspi.2008.03.035

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we use the generalized skew-normal distribution, GSN(theta(1), theta(2), gamma), which is a special case of the unified multivariate skew-normal distribution studied recently by Arellano-Valle and Azzalini (2006), and its properties to derive the distributions of order statistics from bivariate skew-normal and bivariate skew-t(v) distributions. By using these distributional results, we also derive explicit expressions for means, variances and covariance of these order statistics. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：4187 / 4197

页数：11

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