摘要
本文给出一般形式下斜正态随机向量及其平方型的矩公式.作为应用,计算出了斜正态随机向量的多元偏度和峰度.
In this paper,we derived the moments of the random vectors with the skew normal distributions and their quadratic forms in the general case.As an application,the measures of multivariate skewness and kurtosis are calculated.
出处
《应用概率统计》
CSCD
北大核心
2008年第6期604-612,共9页
Chinese Journal of Applied Probability and Statistics
关键词
斜正态分布
平方型
偏度
峰度
Skew normal distribution,quadratic form,skewness,kurtosis.
