| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1151984 | Statistics & Probability Letters | 2012 | 8 Pages |
Abstract
Based on inverse Gaussian random variables being transformations of skew-normal random variables, multivariate inverse Gaussian densities are obtained from appropriate multivariate skew-normal distributions. The new skew-normal distributions have some closure properties not satisfied by other multivariate skew-normal distributions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Harry Joe, Vanamamalai Seshadri, Barry C. Arnold,