Article ID Journal Published Year Pages File Type
1146776 Journal of Multivariate Analysis 2009 13 Pages PDF
Abstract

For a class of multivariate skew normal distributions, the noncentral skew chi-square distribution is studied. The necessary and sufficient conditions under which a sequence of quadratic forms is generalized noncentral skew chi-square distributed random variables are obtained. Several examples are given to illustrate the results.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
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