Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154310 | Statistics & Probability Letters | 2006 | 6 Pages |
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)Zλ∼SN(λ). A random variable WλWλ is said to have a skew-Cauchy distribution (denoted by SC(λ)SC(λ)) with parameter λ∈Rλ∈R if Wλ=dZλ/|X|, where Zλ∼SN(λ)Zλ∼SN(λ) and X∼N(0,1)X∼N(0,1) are independent. In this paper, we discuss some simple properties of WλWλ, such as its density, distribution function, quantiles and a measure of skewness. Next, a bivariate Cauchy distribution is introduced using which some representations and important characteristics of WλWλ are presented.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
J. Behboodian, A. Jamalizadeh, N. Balakrishnan,