Is Cauchy distribution asymmetric?
3. The GSC models. We now use Definition 1 to define the generalized skew-Cauchy distribution. X is said to have a generalized skew- C ( 0 , σ ) distribution, denoted by GSC ( σ ) , where σ > 0 , if X 2 = d Y 2 , where Y has a C ( 0 , σ ) distribution.
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