On the Skew-Normal-Cauchy Distribution

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 kurtosi...

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Bibliographic Details
Published in:Communications in statistics. Theory and methods 2011-01, Vol.40 (1), p.15-27
Main Authors: Arrue, Jaime, Gómez, Héctor W., Varela, Héctor, Bolfarine, Heleno
Format: Article
Language:English
Subjects:
Distribution theory
Exact sciences and technology
Fisher information matrix
General topics
Kurtosis
Mathematics
Normal distribution
Primary 60E05
Probability and statistics
Sciences and techniques of general use
Secondary 62E10
Skew-normal-Cauchy distribution
Skewness
Statistics
Studies
Sufficiency and information
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Summary: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.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610920903350549