Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153643 | Statistics & Probability Letters | 2007 | 11 Pages |
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 X2=dY2, 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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Wen-Jang Huang, Yan-Hau Chen,