A characterization for truncated cauchy random variables with nonzero skewness parameter

Soltani and Shirvani (Comput Stat 25:155–161, <CitationRef CitationID="CR5">2010</CitationRef>) provided a characterization and a simulation method for truncated stable random variables when the characteristic exponent <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\alpha \ne 1 $$</EquationSource> </InlineEquation>, and left the case <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$\alpha =1$$</EquationSource> </InlineEquation> open. The case of <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$\alpha =1$$</EquationSource> </InlineEquation> is treated in this article. Copyright Springer-Verlag 2013