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- Title
ON ORDER STATISTICS FROM A 4-VARIATE NORMAL DISTRIBUTION.
- Authors
Rasouli, Abbas; Dehestani Monfared, Farnoush
- Abstract
We consider here a three-parameter generalization of the skew-normal distribution, denoted by GSN (λ1,λ2,λ3,Σ), defined through a standard trivariate normal distribution with correlationmatrix Σ, which is a special case of the unified multivariate skew-normal distribution studied by Arellano-Valle and Azzalini (2006). We then present some simple properties of this distribution and derive its moment generating function. Next we show that distribution of order statistics from the four variate normal distribution is mixtures of these generalized skew-normal distributions.
- Subjects
ORDER statistics; VARIATE difference method; THEORY of distributions (Functional analysis); MULTIVARIATE analysis; GENERALIZED spaces
- Publication
Pakistan Journal of Statistics, 2013, Vol 29, Issue 1, p83
- ISSN
1012-9367
- Publication type
Article