On order statistics from bivariate skew-normal and skew-t(nu) distributions

摘要

In this paper, we use the generalized skew-normal distribution, GSN(theta(1), theta(2), gamma), which is a special case of the unified multivariate skew-normal distribution studied recently by Arellano-Valle and Azzalini (2006), and its properties to derive the distributions of order statistics from bivariate skew-normal and bivariate skew-t(v) distributions. By using these distributional results, we also derive explicit expressions for means, variances and covariance of these order statistics.