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A characterization for truncated cauchy random variables with nonzero skewness parameter

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  • A. Shirvani
  • A. Soltani

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. Copyright Springer-Verlag 2013

Suggested Citation

  • A. Shirvani & A. Soltani, 2013. "A characterization for truncated cauchy random variables with nonzero skewness parameter," Computational Statistics, Springer, vol. 28(3), pages 1011-1016, June.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:3:p:1011-1016
    DOI: 10.1007/s00180-012-0340-2
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    References listed on IDEAS

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    1. Soltani, A.R. & Shirvani, A. & Alqallaf, F., 2009. "A class of discrete distributions induced by stable laws," Statistics & Probability Letters, Elsevier, vol. 79(14), pages 1608-1614, July.
    2. A. Soltani & A. Shirvani, 2010. "Truncated stable random variables: characterization and simulation," Computational Statistics, Springer, vol. 25(1), pages 155-161, March.
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