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Characterization of the skew-normal distribution

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Abstract

Two characterization results for the skew-normal distribution based on quadratic statistics have been obtained. The results specialize to known characterizations of the standard normal distribution and generalize to the characterizations of members of a larger family of distributions. Results on the decomposition of the family of distributions of random variables whose square is distributed as χ 21 are obtained.

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Author information

Authors and Affiliations

  1. Department of Mathematics and Statistics, Bowling Green State University, 43403-0221, Bowling Green, OH, USA

    Arjun K. Gupta & Truc T. Nguyen

  2. Department of Mathematical Sciences, Appalachian State University, ASU Box 32092, 28608-2092, Boone, NC, USA

    Jose Almer T. Sanqui

Authors
  1. Arjun K. Gupta
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  2. Truc T. Nguyen
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  3. Jose Almer T. Sanqui
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Additional information

Research supported by a non-service fellowship at Bowling Green State University.

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Gupta, A.K., Nguyen, T.T. & Sanqui, J.A.T. Characterization of the skew-normal distribution. Ann Inst Stat Math 56, 351–360 (2004). https://doi.org/10.1007/BF02530549

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  • DOI: https://doi.org/10.1007/BF02530549

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