Online Appendix for “On moments of folded and doubly truncated multivariate extended skew-normal distributions”

Abstract:

Proof of Proposition 2. Consider the partition Y=(Y1, Y2) and the corresponding partitions of µ, Σ, λ and ϕ. We based our proof on the factorization of fY (y)= fY1, Y2 (y1, y2) as fY1, Y2 (y1, y2)= fY1 (y1) fY2| Y1= y1 (y2). First, for the symmetric part, we have that φp (y; µ, Σ)= φp1 (y1; µ1, Σ11) φp2 (y2; µ2. 1, Σ22. 1).(A. 1)

Año de publicación:

2021

Keywords:

Fuente:

google