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Maximal oxygen consumption (VO2max) is the standard measurement used to quantify cardiovascular functional capacity and aerobic fitness. Unfortunately, it is a costly, impractical and labour-intensive measure to obtain. The 6-min walk test (6MWT) also assesses cardiopulmonary function, but in...
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The sum of a random number of independent and identically distributed random vectors has a distribution which is not analytically tractable, in the general case. The problem has been addressed by means of asymptotic approximations embedding the number of summands in a stochastically increasing...
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By equal mean, two skew-symmetric families with the same kernel are quite similar, and the tails are often very close together. We use this observation to approximate the tail distribution of the skew-normal by the skew-normal-Laplace, and accordingly obtain a normal function approximation to...
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An asymptotic expression for the Kullback–Leibler (KL) divergence measure of multivariate skew-t distributions (MST) is derived. This novel class of flexible family distributions incorporates a shape and degree of freedom parameters, in order to manipulate the skewness and heavy-tail presence...
Persistent link: https://www.econbiz.de/10010874027
This paper shows that linear functions of order statistics (L-statistics) based on exchangeble random samples have a Fundamental Skew distribution (Arellano-Valle and Genton, 2003). The paper also examines the exact distribution of L.statistics when the sampled population is Skew-Normal. Exact...
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