A characterization for truncated cauchy random variables with nonzero skewness parameter

A. Shirvani () and A. Soltani ()

Computational Statistics, 2013, vol. 28, issue 3, 1016 pages

Abstract: Soltani and Shirvani (Comput Stat 25:155–161, 2010 ) provided a characterization and a simulation method for truncated stable random variables when the characteristic exponent $$\alpha \ne 1 $$ , and left the case $$\alpha =1$$ open. The case of $$\alpha =1$$ is treated in this article. Copyright Springer-Verlag 2013

Keywords: Truncated Cauchy random variables; Characterization; Simulation; Primary 65C60; 68U20; Secondary 60-80 (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s00180-012-0340-2

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