一般形式下斜正态随机向量的矩

Skew normal distribution, quadratic form, skewness, kurtosis.

  • 摘要: 本文给出一般形式下斜正态随机向量及其平方型的矩公式. 作为应用, 计算出了斜正态随机向量的多元偏度和峰度.

     

    Abstract: 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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