Moments of truncated skew-normal/independent distributions

In this work we consider the problem of finding the moments of a doubly truncated member of theclass of skew-normal/independent (TSNI) distributions. We obtained a general result and then use itto derive the moments in the case of doubly truncated versions of skew-normal, skew-t, skew-slash andskew-contaminated normal distributions. Many properties of the TSNI family are studied, inference pro-cedures are developed and a simulation study is performed to assess the procedures. An application inthe context of censored regression models is also provided.