Adelchi Azzalini was Professor of Statistics in the Department of Statistical Sciences at the University of Padua until his retirement in 2013. Over the last fifteen years or so, much of his work has been dedicated to the research area of this book. He is regarded as the pioneer of this subject due to his 1985 paper on the skew-normal distribution; in addition, several of his subsequent papers, some of which have been written jointly with Antonella Capitanio, are considered to represent fundamental steps. He is the author or co-author of three books, over 70 research papers and four packages w...