On asymmetric distributions of copula related random variables which includes the skew-normal ones Article Swipe
Related Concepts
Copula (linguistics)
Skew
Econometrics
Mathematics
Skew normal distribution
Random variable
Statistics
Statistical physics
Computer science
Skewness
Physics
Telecommunications
Ayyub Sheikhi
,
Fereshteh Arad
,
Radko Mesiar
·
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.14736/kyb-2022-6-0984
· OA: W4319723653
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.14736/kyb-2022-6-0984
· OA: W4319723653
Assuming that CX,Y is the copula function of X and Y with marginal distribution functions FX (x) and FY (y), in this work we study the selection distribution Z d = (X|Y ∈ T ).We present some special cases of our proposed distribution, among them, skew-normal distribution as well as normal distribution.Some properties such as moments and moment generating function are investigated.Also, some numerical analysis is presented for illustration.
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