Some Theoretical and Computational Aspects of the Truncated Multivariate Skew-Normal/Independent Distributions
In this article, we derive a closed-form expression for computing the probabilities of <i>p</i>-dimensional rectangles by means of a multivariate skew-normal distribution. We use a stochastic representation of the multivariate skew-normal/independent distributions to derive expressions t...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/11/16/3579 |