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 X 2 = d Y 2 , then X is said to have a genera...

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Veröffentlicht in:Statistics & probability letters Jg. 77; H. 11; S. 1137 - 1147
Hauptverfasser: Huang, Wen-Jang, Chen, Yan-Hau
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Amsterdam Elsevier B.V 15.06.2007
Elsevier
Schriftenreihe:Statistics & Probability Letters
Schlagworte:
Distribution theory
Exact sciences and technology
General topics
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Skew- t distribution
Skew-Cauchy distribution
Skew-Cauchy distribution Skew-normal distribution Skew-symmetric distribution Skew-t distribution
Skew-normal distribution
Skew-symmetric distribution
Statistics
Skew- t distribution
Skew-symmetric distribution
Skew-Cauchy distribution
Skew-normal distribution
primary 60E05
secondary 62E10
Generalized function
Probability theory
Gaussian distribution
Symmetric function
Cauchy distribution
Symmetric law
F distribution
Statistical method
Probability density function
Distribution function
Skewness measure
Skew-Cauchy distribution; Skew-normal distribution; Skew-symmetric distribution; Skew-t distribution
primary 60E05; secondary 62E10
Random variable
ISSN:0167-7152, 1879-2103
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung: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 X 2 = d Y 2 , 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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2007.02.006