A new family of multivariate skew slash distribution |
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| Authors: | Weizhong Tian Tonghui Wang Arjun K Gupta |
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| Institution: | 1. Department of Mathematical Sciences, Eastern New Mexico University, Portales, NM, USA;2. School of Science, Xi’an University of Technology, Xi’an, Shaanxi, Chinaweizhong.tian@enmu.edu;4. Department Mathematical Sciences, New Mexico State University, Las Cruces, NM, USA;5. Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH, USA |
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| Abstract: | In this article, the new family of multivariate skew slash distribution is defined. According to the definition, a stochastic representation of the multivariate skew slash distribution is derived. The first four moments and measures of skewness and kurtosis of a random vector with the multivariate skew slash distribution are obtained. The distribution of quadratic forms for the multivariate skew slash distribution and the non central skew slash χ2 distribution are studied. Maximum likelihood inference and real data illustration are discussed. In the end, the potential extension of multivariate skew slash distribution is discussed. |
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| Keywords: | Moment-generating function Skew normal distribution Skew slash distribution Quadratic form |
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