Generalized skew-Cauchy distribution
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.
| Year of publication: |
2007
|
|---|---|
| Authors: | Huang, Wen-Jang ; Chen, Yan-Hau |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 11, p. 1137-1147
|
| Publisher: |
Elsevier |
| Keywords: | Skew-Cauchy distribution Skew-normal distribution Skew-symmetric distribution Skew-t distribution |
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