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Some properties of skew-symmetric distributions

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Abstract

The family of skew-symmetric distributions is a wide set of probability density functions obtained by suitably combining a few components which can be quite freely selected provided some simple requirements are satisfied. Although intense recent work has produced several results for certain sub-families of this construction, much less is known in general terms. The present paper explores some questions within this framework and provides conditions for the above-mentioned components to ensure that the final distribution enjoys specific properties.

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Authors and Affiliations

  1. Dipartimento di Scienze Statistiche, Università di Padova, via C. Battisti, 241, 35121, Padua, Italy

    Adelchi Azzalini

  2. Dipartimento di Matematica e Informatica, Università di Perugia, via Vanvitelli, 1, 06123, Perugia, Italy

    Giuliana Regoli

Authors
  1. Adelchi Azzalini
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  2. Giuliana Regoli
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Correspondence to Adelchi Azzalini.

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Azzalini, A., Regoli, G. Some properties of skew-symmetric distributions. Ann Inst Stat Math 64, 857–879 (2012). https://doi.org/10.1007/s10463-011-0338-5

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  • DOI: https://doi.org/10.1007/s10463-011-0338-5

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