On the approximation of the tail probability of the scalar skew-normal distribution

Antonella Capitanio1
1università di Bologna

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Tài liệu tham khảo

Azzalini, A. (1985) A class of distribution which includes the normal ones, Scandinavian Journal of Statistics, 12, 171–178.

Azzalini, A. and Dalla Valle, A. (1996) The multivariate skew normal distribution, Biometrika, 83, 715–726.

Chang, M. A. and Genton, M. G. (2007) Extreme value distributions for the skew-symmetric family of distributions, Communications in Statistics — Theory and Methods, 36, 1705–1717.

Feller, W. (1968) An introduction to probability theory and its applications, Vol. 1, 3rd edition, Wiley, New York.