In this article the alpha skew version of truncated Cauchy distribution using the methodology of Elal-Olivero (Alpha–skew–normal distribution. Proyecciones Journal of Mathematics. 29: 224-240, 2010) has been derived. The important distributional properties have been investigated. An application of the distribution in modeling exchange rate data from the field of finance has been presented.
| Published in | International Journal of Statistical Distributions and Applications (Volume 2, Issue 2) |
| DOI | 10.11648/j.ijsd.20160202.12 |
| Page(s) | 22-26 |
| Creative Commons |
This is an Open Access article, distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution and reproduction in any medium or format, provided the original work is properly cited. |
| Copyright |
Copyright © The Author(s), 2024. Published by Science Publishing Group |
Alpha Skew Distribution, Exchange Rate, MLE
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APA Style
Partha Jyoti Hazarika, Subrata Chakraborty. (2016). Application of Alpha Skew Truncated Cauchy Distribution in Exchange Rate Data. International Journal of Statistical Distributions and Applications, 2(2), 22-26. https://doi.org/10.11648/j.ijsd.20160202.12
ACS Style
Partha Jyoti Hazarika; Subrata Chakraborty. Application of Alpha Skew Truncated Cauchy Distribution in Exchange Rate Data. Int. J. Stat. Distrib. Appl. 2016, 2(2), 22-26. doi: 10.11648/j.ijsd.20160202.12
AMA Style
Partha Jyoti Hazarika, Subrata Chakraborty. Application of Alpha Skew Truncated Cauchy Distribution in Exchange Rate Data. Int J Stat Distrib Appl. 2016;2(2):22-26. doi: 10.11648/j.ijsd.20160202.12
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Download@article{10.11648/j.ijsd.20160202.12,
author = {Partha Jyoti Hazarika and Subrata Chakraborty},
title = {Application of Alpha Skew Truncated Cauchy Distribution in Exchange Rate Data},
journal = {International Journal of Statistical Distributions and Applications},
volume = {2},
number = {2},
pages = {22-26},
doi = {10.11648/j.ijsd.20160202.12},
url = {https://doi.org/10.11648/j.ijsd.20160202.12},
eprint = {https://article.sciencepublishinggroup.com/pdf/10.11648.j.ijsd.20160202.12},
abstract = {In this article the alpha skew version of truncated Cauchy distribution using the methodology of Elal-Olivero (Alpha–skew–normal distribution. Proyecciones Journal of Mathematics. 29: 224-240, 2010) has been derived. The important distributional properties have been investigated. An application of the distribution in modeling exchange rate data from the field of finance has been presented.},
year = {2016}
}
TY - JOUR T1 - Application of Alpha Skew Truncated Cauchy Distribution in Exchange Rate Data AU - Partha Jyoti Hazarika AU - Subrata Chakraborty Y1 - 2016/08/26 PY - 2016 N1 - https://doi.org/10.11648/j.ijsd.20160202.12 DO - 10.11648/j.ijsd.20160202.12 T2 - International Journal of Statistical Distributions and Applications JF - International Journal of Statistical Distributions and Applications JO - International Journal of Statistical Distributions and Applications SP - 22 EP - 26 PB - Science Publishing Group SN - 2472-3509 UR - https://doi.org/10.11648/j.ijsd.20160202.12 AB - In this article the alpha skew version of truncated Cauchy distribution using the methodology of Elal-Olivero (Alpha–skew–normal distribution. Proyecciones Journal of Mathematics. 29: 224-240, 2010) has been derived. The important distributional properties have been investigated. An application of the distribution in modeling exchange rate data from the field of finance has been presented. VL - 2 IS - 2 ER -
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