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Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities.

Mahdi SalehiMahdi Doostparast
Published in: Stat. Methods Appl. (2015)
Keyphrases
  • normal distribution
  • order statistics
  • multivariate normal
  • covariance matrix
  • probability distribution
  • standard deviation
  • probability density function
  • random variables
  • covariance matrices
  • window size