A Note On Regions of Given Probability of the Extended Skew-normal Distribution

Antonio Canale

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 12, 2507-2516

Abstract: The construction of regions with assigned probability p and minimum geometric measure has theoretical and practical interests, such as the construction of tolerance regions. Following Azzalini (2001) and exploiting the normal approximation of the extended skew-normal distribution when some of its parameters go to infinity, we discuss an approach for the construction of regions with assigned probability p for the bivariate extended skew-normal distribution.

Date: 2015
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DOI: 10.1080/03610926.2013.788710

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