A note on an equivalence between chi-square and generalized skew-normal distributions
In this note, we establish an equivalence between chi-square and generalized skew-normal distributions. This result is based on a distributional invariance property of even functions in generalized skew-normal random vectors. It extends the chi-square properties related to univariate and multivariate skew-normal distributions.
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Volume (Year): 66 (2004)
Issue (Month): 4 (March)
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