Generalized skew-Cauchy distribution
AbstractIn 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 77 (2007)
Issue (Month): 11 (June)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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