On the sample characterization criterion for normal distributions

DOI10.1080/00949650215867zbMath1019.62048OpenAlexW2092146582MaRDI QIDQ4706128

Arjun K. Gupta, Tuhao Chen

Publication date: 28 September 2003

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650215867

zbMATH Keywords

independencesample variancesample meanskew normal distributionsmoment generating functions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (7)

Matrix variate skew normal distributions ⋮ Small area estimation using skew normal models ⋮ Infinite divisibility of skew Gaussian and Laplace laws ⋮ The Design of andRControl Charts for Skew Normal Distributed Data ⋮ A class of multivariate skew-normal models ⋮ Homogeneity diagnostics for skew-normal nonlinear regression models ⋮ On some sampling distributions for skew-normal population

Cites Work

• Statistical Applications of the Multivariate Skew Normal Distribution
• GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION
• Moments of skew-normal random vectors and their quadratic forms
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