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© 2019 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.

Abstract

In this paper, we consider a stochastic representation of the epsilon–skew–Cauchy distribution, viewed as a member of the family of skewed distributions discussed in Arellano-Valle et al. (2005). The stochastic representation facilitates derivation of distributional properties of the model. In addition, we introduce symmetric and asymmetric extensions of the Cauchy distribution, together with an extension of the epsilon–skew–Cauchy distribution. Multivariate versions of these distributions can be envisioned. Bivariate examples are discussed in some detail.

Details

Title
Univariate and Bivariate Models Related to the Generalized Epsilon–Skew–Cauchy Distribution
Author
Arnold, Barry C 1 ; Gómez, Héctor W 2 ; Varela, Héctor 2   VIAFID ORCID Logo  ; Vidal, Ignacio 3   VIAFID ORCID Logo 

 Statistics Department, University of California Riverside, Riverside, CA 92521, USA 
 Departamento de Matemática, Universidad de Antofagasta, Antofagasta 1240000, Chile 
 Instituto de Matemática y Física, Universidad de Talca, Casilla 747, Talca, Chile 
First page
794
Publication year
2019
Publication date
2019
Publisher
MDPI AG
e-ISSN
20738994
Source type
Scholarly Journal
Language of publication
English
ProQuest document ID
2550257782
Copyright
© 2019 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.