Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153998 | Statistics & Probability Letters | 2007 | 5 Pages |
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
Authors
J. Armando Domínguez-Molina, Alfonso Rocha-Arteaga,