Communications for Statistical Applications and Methods

  • 제11권2호
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  • Pages.265-274
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  • 2004
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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A Family of Truncated Skew-Normal Distributions

  • 발행 : 2004.08.01
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초록

The paper extends earlier work on the skew-normal distribution, a family of distributions including normal, but with extra parameter to regulate skewness. The present work introduces a singly truncated parametric family that strictly includes a truncated normal distribution, and studies its properties, with special emphasis on the relation with bivariate normal distribution.

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참고문헌

  1. Psychometrika v.58 The nontruncated marginal of a truncated bivariate normal distribution Arnold, B. C.;Beaver, R. J.;Groeneveld, R. A.;Meeker, W. Q. https://doi.org/10.1007/BF02294652
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  12. Applied Statistics v.23 Algorithm AS76: an integral useful in computing non-central t and bivariate normal probabilities Young, J. C.;Minder, Ch. E. https://doi.org/10.2307/2347148