The problem of finding the smallest region with given probability mass is considered for the case of a multivariate random variable with skew-normal distribution. A simple but accurate approximate solution is proposed.
A note on regions of given probability of the skew-normal distribution
AZZALINI, ADELCHI
2001
Abstract
The problem of finding the smallest region with given probability mass is considered for the case of a multivariate random variable with skew-normal distribution. A simple but accurate approximate solution is proposed.File in questo prodotto:
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