Univariate and bivariate models related to the generalized epsilon-skew-Cauchy distribution
Cargando...
Fecha
2019
Título de la revista
ISSN de la revista
Título del volumen
Editorial
MDPI
Resumen
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.
Descripción
Palabras clave
Epsilon-skew-Normal, Epsilon-skew-Cauchy, bivariate densities, generalized Cauchy distributions