Distribution of quadratic forms under skew normal settings

Tonghui Wang, Baokun Li and Arjun K. Gupta

Journal of Multivariate Analysis, 2009, vol. 100, issue 3, 533-545

Abstract: For a class of multivariate skew normal distributions, the noncentral skew chi-square distribution is studied. The necessary and sufficient conditions under which a sequence of quadratic forms is generalized noncentral skew chi-square distributed random variables are obtained. Several examples are given to illustrate the results.

Keywords: primary; 62H10 secondary; 62E17 Multivariate skew normal distribution Noncentral skew chi-square distribution Necessary and sufficient conditions Cochran's theorem Moment generating function (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (10)

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