1 resultado para Cauchy Distribution
em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)
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Resumo:
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.