A Note On Regions of Given Probability of the Extended Skew-normal Distribution.

The construction of regions with assigned probabilitypand 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 probabilitypfor the bivariate extended skew-normal distribution. [ABSTRACT FROM PUBLISHER]