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A characterization for truncated cauchy random variables with nonzero skewness parameter

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Abstract

Soltani and Shirvani (Comput Stat 25:155–161, 2010) provided a characterization and a simulation method for truncated stable random variables when the characteristic exponent \(\alpha \ne 1 \), and left the case \(\alpha =1\) open. The case of \(\alpha =1\) is treated in this article.

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Authors and Affiliations

  1. Department of Water Engineering and the Oceanic and Atmospheric Research Center, College of Agriculture, Shiraz University, 71454,  Shiraz, Iran

    A. Shirvani

  2. Department of Statistics, College of Science, Shiraz University, 71454,  Shiraz, Iran

    A. R. Soltani

  3. Department of Statistics and Operations Research, Faculty of Sciences, Kuwait University, P.O. Box 5969, 13060,  Safat, State of Kuwait

    A. R. Soltani

Authors
  1. A. Shirvani
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  2. A. R. Soltani
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Corresponding author

Correspondence to A. Shirvani.

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Shirvani, A., Soltani, A.R. A characterization for truncated cauchy random variables with nonzero skewness parameter. Comput Stat 28, 1011–1016 (2013). https://doi.org/10.1007/s00180-012-0340-2

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  • DOI: https://doi.org/10.1007/s00180-012-0340-2

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