The construction of regions with assigned probability p and minimum geometric measure has theoretical and practical interests, such as the construction of tolerance regions. Following Azzalini (2001) and exploiting the normal approximation of the extended skew-normal distribution when some of its parameters go to infinity, we discuss an approach for the construction of regions with assigned probability p for the bivariate extended skew-normal distribution.
A note on regions of given probability for the extended skew-normal distribution
CANALE, ANTONIO
2015
Abstract
The construction of regions with assigned probability p and minimum geometric measure has theoretical and practical interests, such as the construction of tolerance regions. Following Azzalini (2001) and exploiting the normal approximation of the extended skew-normal distribution when some of its parameters go to infinity, we discuss an approach for the construction of regions with assigned probability p for the bivariate extended skew-normal distribution.
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