Fang Biqi. Skew normal distribution, quadratic form, skewness, kurtosis.[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 604-612.
Citation: Fang Biqi. Skew normal distribution, quadratic form, skewness, kurtosis.[J]. Chinese Journal of Applied Probability and Statistics, 2008, 24(6): 604-612.
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Skew normal distribution, quadratic form, skewness, kurtosis.

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  • In this paper, we derived the moments of the random vectors with the skew normal distributions and their quadratic forms in the general case. As an application, the measures of multivariate skewness and kurtosis are calculated.
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