Some Theoretical and Computational Aspects of the Truncated Multivariate Skew-Normal/Independent Distributions
In this article, we derive a closed-form expression for computing the probabilities of p-dimensional rectangles by means of a multivariate skew-normal distribution. We use a stochastic representation of the multivariate skew-normal/independent distributions to derive expressions that relate their pr...
- Autores:
-
Morán Vásquez, Raúl Alejandro
Zarrazola, Edwin
Nagar, Daya K.
- Tipo de recurso:
- Article of investigation
- Fecha de publicación:
- 2023
- Institución:
- Universidad de Antioquia
- Repositorio:
- Repositorio UdeA
- Idioma:
- eng
- OAI Identifier:
- oai:bibliotecadigital.udea.edu.co:10495/46089
- Acceso en línea:
- https://hdl.handle.net/10495/46089
- Palabra clave:
- Marginal distributions
Mathematics
Statistics
Marginal distribution
Monte Carlo integration
Multivariate Skew-normal
Independent distributions
Random vector
Truncated distribution
- Rights
- openAccess
- License
- http://purl.org/coar/access_right/c_abf2
