Nicola Loperfido, University of Urbino

Vendredi 9 novembre 2007 à 11h15, salle 5220

The multivariate skew-normal distribution is a generalization of the normal one which is particularly appropriate for modelling moderately skewed and leptokurtic data. This talk reviews some basic distributional properties of skew-normal distributions, including generation methods, moments and behaviour under affine transformations. It also presents some new results, together with their applications to multivariate statistical analysis.