
doi: 10.3390/math10152793
The multivariate skew-t distribution plays an important role in statistics since it combines skewness with heavy tails, a very common feature in real-world data. A generalization of this distribution is the truncated multivariate skew-t distribution which contains the truncated multivariate t distribution and the truncated multivariate skew-normal distribution as special cases. In this article, we study several distributional properties of the truncated multivariate skew-t distribution involving affine transformations, marginalization, and conditioning. The generation of random samples from this distribution is described.
marginal distribution, rejection sampling, multivariate skew-t distribution, skewness, QA1-939, truncated distribution, marginal distribution; multivariate skew-t distribution; rejection sampling; truncated distribution; skewness, Mathematics
marginal distribution, rejection sampling, multivariate skew-t distribution, skewness, QA1-939, truncated distribution, marginal distribution; multivariate skew-t distribution; rejection sampling; truncated distribution; skewness, Mathematics
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