Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151038 | Statistical Methodology | 2009 | 11 Pages |
Abstract
We consider here a univariate skew-elliptical distribution, which is a special case of the unified multivariate skew-elliptical distribution studied recently by Arellano-Valle and Azzalini (2006) [1]. We then derive the exact distribution of a linear combination of a variable and order statistics from the other two variables in the case of a trivariate elliptical distribution. We show that the cumulative distribution function (cdf) of this linear combination is a mixture of the univariate skew-elliptical distribution functions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A. Jamalizadeh, H. Mahmoodian, N. Balakrishnan,