Examining the Skew-Normal Distribution

Authors

John Hossler

Document Type

Presentation Abstract

Presentation Date

5-5-2008

Abstract

We wish to examine the skew-normal distribution, its properties, and provide proofs. We then wish to extend our exploration from this vantage point. Along the way, we will explore variance-mean mixture models, the variance-gamma (VG) distribution, and extend to a skew-variance-gamma (SVG) distribution. To accomplish this, we will first analyze and defend much of the results in Azzalini (1985, A Class of Distributions which Includes the Normal Ones. Scandinavian Journal of Statistics, 12, 171-178).

Additional Details

Presentation of Master’s Project

May 5, 2008
4:10 pm in Math 311

Recommended Citation

Hossler, John, "Examining the Skew-Normal Distribution" (2008). Colloquia of the Department of Mathematical Sciences. 296.
https://scholarworks.umt.edu/mathcolloquia/296