Artículos de revistas

On the Skew-Normal-Cauchy Distribution

Date
2011
Registration in:
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.40, n.1, p.15-27, 2011
0361-0926
10.1080/03610920903350549
Author
ARRUE, Jaime
GOMEZ, Hector W.
VARELA, Hector
BOLFARINE, Heleno
Institutions
Abstract
In this article, we study further properties of a skew normal distribution, called the skew-normal-Cauchy (SNC) distribution by Nadarajah and Kotz (2003). A stochastic representation is obtained which allows alternative derivations for moments, moments generating function, and skewness and kurtosis coefficients. Issues related to singularity of the Fisher information matrix are investigated.
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