Statistical applications of the multivariate skew normal distribution

Azzalini and Dalla Valle have recently discussed the multivariate skew norm al distribution which extends the class of normal distributions by the addi tion of a shape parameter. The first part of the present paper examines fur ther probabilistic properties of the distribution, with special emphasis on aspects of statistical relevance. Inferential and other statistical issues are discussed in the following part, with applications to some multivariat e statistics problems, illustrated by numerical examples. Finally, a furthe r extension is described which introduces a skewing factor of an elliptical density.