Article ID Journal Published Year Pages File Type
1153998 Statistics & Probability Letters 2007 5 Pages PDF
Abstract

Infinite divisibility of some symmetric distributions skewed by an additive component is investigated. We find in particular that the skew-normal distribution of Azzalini [1985. A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171–178] and the multivariate skew-normal distribution of Azzalini and Dalla Valle [1996. The multivariate skew-normal distribution. Biometrika 83, 715–726] are not infinitely divisible.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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