A Note on the Infinite Divisibility of Skew-Symmetric Distributions

nÖnite divisibility of some of the most important symmetric distributions skewed by an additive component is investigated. We Önd in particular that the skew-normal distribution of Azzalini (1985) and the multivariate skew-normal distribution of Azza- lini and Dalla Valle (1996) are not inÖnitely di...

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Bibliographic Details
Author: JESUS ARMANDO DOMINGUEZ MOLINA
Format: report
Status:Published version
Publication Date:2004
Country:México
Institution:Centro de Investigación en Matemáticas
Repository:Repositorio Institucional CIMAT
Language:English
OAI Identifier:oai:cimat.repositorioinstitucional.mx:1008/685
Online Access:http://cimat.repositorioinstitucional.mx/jspui/handle/1008/685
Access Level:Open access
Keyword:info:eu-repo/classification/MSC/Distribución, Teoria de
info:eu-repo/classification/cti/1
info:eu-repo/classification/cti/12
info:eu-repo/classification/cti/1209
info:eu-repo/classification/cti/120907
Description
Summary:nÖnite divisibility of some of the most important symmetric distributions skewed by an additive component is investigated. We Önd in particular that the skew-normal distribution of Azzalini (1985) and the multivariate skew-normal distribution of Azza- lini and Dalla Valle (1996) are not inÖnitely divisible.