A new class of Skew-Normal-Cauchy Distribution

Identifier:  RP:2423

Handle: https://hdl.handle.net/20.500.11797/RP2423

Authors:  Bolfarine, Heleno; Salinas, Hugo S.; Gómez, Héctor W.; Arrué, Jaime

Abstract:
In this paper we study a new class of skew-Cauchy distributions inspired on the family extended two-piece skew normal distribution. The new family of distributions encompasses three well known families of distributions, the normal, the two-piece skew-normal and the skew-normal-Cauchy distributions. Some properties of the new distribution are investigated, inference via maximum likelihood estimation is implemented and results of a real data application, which reveal good performance of the new model, are reported