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Generalized skew-Cauchy distribution

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  • Huang, Wen-Jang
  • Chen, Yan-Hau

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.

Suggested Citation

  • Huang, Wen-Jang & Chen, Yan-Hau, 2007. "Generalized skew-Cauchy distribution," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1137-1147, June.
  • Handle: RePEc:eee:stapro:v:77:y:2007:i:11:p:1137-1147
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    References listed on IDEAS

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