Some multivariate singular unified skew-normal distributions and their application

Mehdi Amiri, Ahad Jamalizadeh and Mina Towhidi

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 8, 2159-2171

Abstract: We introduce here the truncated version of the unified skew-normal (SUN) distributions. By considering a special truncations for both univariate and multivariate cases, we derive the joint distribution of consecutive order statistics X(r, ..., r + k) = (X(r), ..., X(r + K))T from an exchangeable n-dimensional normal random vector X. Further we show that the conditional distributions of X(r + j, ..., r + k) given X(r, ..., r + j − 1), X(r, ..., r + k) given (X(r) > t) and X(r, ..., r + k) given (X(r + k)

Date: 2016
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DOI: 10.1080/03610926.2013.875575

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