Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions (Q840734)
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scientific article; zbMATH DE number 5603630
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| English | Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions |
scientific article; zbMATH DE number 5603630 |
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Order statistics from trivariate normal and \(t_{\nu}\)-distributions in terms of generalized skew-normal and skew-\(t_{\nu}\) distributions (English)
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14 September 2009
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order statistics
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multivariate \(t_{\nu}\)-distribution
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unified multivariate skew-normal distribution
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unified multivariate skew-elliptical distribution
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generalized skew-normal distribution
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orthant probabilities
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moment generating function
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mixture distribution
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bivariate \(t_{\nu}\)-distribution
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generalized skew-\(t_{\nu}\) distribution
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0.9084843993186952
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0.8133196234703064
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0.799227774143219
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0.790852427482605
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