In this paper, we consider the function f p ( t )= 2p X 2 ( 2p t+p;p ) , where χ²(x; n) defined by X 2 ( x;p )= 2 −p/2 Γ( p/2 ) e −x/2 x p/2−1 , is the density function of a χ²-distribution with n ...
Discover how probability distribution methods can help predict stock market returns and improve investment decisions. Learn ...
In this paper the multivariate skew normal distribution, introduced by Azzalini and Dalla Valle (1996), is used as a basis in density expansions. A short summary of main properties of the distribution ...
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