Noncentral quadratic forms of the skew elliptical variables

B.Q. Fang

Journal of Multivariate Analysis, 2005, vol. 95, issue 2, 410-430

Abstract: In this paper the quadratic forms in the skew elliptical variables are studied. A family of the noncentral generalized Dirichlet distributions is introduced and their distribution functions and probability density functions are obtained. The moment generating functions of the quadratic forms in the skew normal variables are obtained. Sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the noncentral generalized Dirichlet distributions are obtained. This leads to the noncentral Cochran's Theorem for the skew normal distribution.

Keywords: Normal; distribution; Skew; normal; distribution; Skew; elliptical; distribution; Quadratic; forms; Cochran's; Theorem (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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