A note on an equivalence between chi-square and generalized skew-normal distributions

Jiuzhou Wang, Joseph Boyer and Marc G. Genton

Statistics & Probability Letters, 2004, vol. 66, issue 4, 395-398

Abstract: 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.

Keywords: Chi-square; distribution; Invariance; Generalized; skew-normal; distribution (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (4)

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