Generalized skew-Cauchy distribution

Wen-Jang Huang and Yan-Hau Chen

Statistics & Probability Letters, 2007, vol. 77, issue 11, 1137-1147

Abstract: In this work we investigate the generalized skew-symmetric distributions. Suppose Y is an absolutely continuous random variable symmetric about 0 with probability density function f and cumulative distribution function F. If a random variable X satisfies , then X is said to have a generalized skew distribution of F (or f). The generalized skew-Cauchy (GSC) distribution are considered and special examples of GSC distribution are presented. Some of these examples are generated from generalized skew-normal or generalized skew-t distributions.

Keywords: Skew-Cauchy; distribution; Skew-normal; distribution; Skew-symmetric; distribution; Skew-t; distribution (search for similar items in EconPapers)
Date: 2007
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