Skewness into the Product of Two Normally Distributed Variables and the Risk Consequences

Skewness into the Product of Two Normally Distributed Variables and the Risk Consequences

The analysis of skewness is an essential tool for decision-making since it can be used as an indicator on risk assessment. It is well known that negative skewed distributions lead to negative outcomes, while a positive skewness usually leads to good scenarios and consequently minimizes risks. In th...

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Bibliographic Details
Main Authors: Amilcar Oliveira, Teresa A. Oliveira, Antonio Seijas-Macias
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2016-04-01
Series:Revstat Statistical Journal
Subjects:
product of normal variables
inverse coefficient of variation
skewness
probability risk analysis
measurement error model
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/182

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