Journal article
A new class of skew-Cauchy distributions
Abstract
We discuss here a new class of skew-Cauchy distributions, which is related to Azzalini's [1985. A class of distributions which includes the normal ones. Scand. J. Statist. 12, 171–178] skew-normal distribution denoted by Zλ∼SN(λ). A random variable Wλ is said to have a skew-Cauchy distribution (denoted by SC(λ)) with parameter λ∈R if Wλ=dZλ/|X|, where Zλ∼SN(λ) and X∼N(0,1) are independent. In this paper, we discuss some simple properties of Wλ, …
Authors
Behboodian J; Jamalizadeh A; Balakrishnan N
Journal
Statistics & Probability Letters, Vol. 76, No. 14, pp. 1488–1493
Publisher
Elsevier
Publication Date
August 2006
DOI
10.1016/j.spl.2006.03.008
ISSN
0167-7152