A Skew-symmetric Representation of Multivariate Distributions
نویسندگان
چکیده
This article studies a family of multivariate skew-symmetric distributions. We show that any multivariate probability density function admits a skewsymmetric representation. We derive several characteristics of this representation and establish an invariance property. We present a stochastic representation of skew-symmetric distributions which lends itself readily to simulations. The flexibility of skew-symmetric distributions is illustrated through several graphical examples.
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