期刊名称：Brazilian Journal of Probability and Statistics
印刷版ISSN：0103-0752
出版年度：2005
卷号：19
期号：1
页码：39-51
出版社：Brazilian Statistical Association
摘要：Following the recent paper by A. K. Gupta et al. [Random Operators and Stochastic Equations, 10, 2002, 133–140], we generate skew pdfs of the form 2f(u)G(u), where f is taken to be a Cauchy pdf while the cdf G is taken to come from one of normal, Student’s t, Cauchy, Laplace, logistic or uniform distribution. The properties of the resulting distributions are studied. In particular, expressions for the characteristic functions are derived. We also provide graphical illustrations and an application to exchange rate data.
