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Biometrika 1996 83(4):715-726; doi:10.1093/biomet/83.4.715
© 1996 by Biometrika Trust
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The multivariate skew-normal distribution

A. AZZALINI and A. DALLA VALLE

Department of Statistical Sciences, University of Padua Via S. Francesco 33, 35121 Padova, Italy

The paper extends earlier work on the so-called skew-normal distribution, a family of distributions including the normal, but with an extra parameter to regulate skewness. The present work introduces a multivariate parametric family such that the marginal densities are scalar skew-normal, and studies its properties, with special emphasis on the bivariate case.

Key Words: Bivariate distribution • Multivariate normal distribution • Specified marginal • Skewness


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