The skew-Cauchy distribution

被引：92

作者：

Arnold, BC ^{[1
]}

Beaver, RJ ^{[1
]}

机构：

[1] Univ Calif Riverside, Dept Stat, Riverside, CA 92521 USA

来源：

STATISTICS & PROBABILITY LETTERS | 2000年 / 49卷 / 03期

关键词：

skewed-Cauchy; truncated Cauchy; generalized skewed distributions;

D O I：

10.1016/S0167-7152(00)00059-6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Suppose (X, Y) has a (k + 1)-dimensional Cauchy distribution. Consider the conditional distribution of X given Y > y(0), for some fixed value of y(0) is an element of R. The resulting distribution is the multivariate skewed Cauchy, in which there is truncation with respect to Y: this is but one of a general class of skewed distributions for which the initial distribution is symmetric. The skewing function, which depends upon the distribution of Y, need not be from the same family as the initial density. (C) 2000 Elsevier Science B.V. All rights reserved. MSC: 62H05; 62H12.

引用

页码：285 / 290

页数：6