chapter  2
18 Pages

The Closed Skew-Normal Distribution

WithGraciela Gonza´lez-Far´ıas, J. Armando Domı´nguez-Molina, and Arjun K. Gupta

The multivariate skew-normal distributions have been introduced as a generalization of the normal distribution to model, in a natural way, skewness features in the distribution. These families also have properties similar to the normal distribution. However, two important properties have been absent: the closure for the joint distribution of independent members of the multivariate skew-normal family and the closure under linear combinations other than those given by non-singular matrices.