Undoubtedly, the normal distribution is the most popular distribution in statistics. In this paper, we introduce a natural generalization of the normal distribution and provide a comprehensive treatment of its mathematical properties. We derive expressions for the nth moment, the nth central...

Consider a sample of independent and identical bivariate observations. Simple consistent confidence intervals for the variances, covariance, and correlation of the underlying population are obtained from their influence functions. They contrast with their confidence intervals obtained under the...