Article ID Journal Published Year Pages File Type
1153643 Statistics & Probability Letters 2007 11 Pages PDF
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
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