Skewed Cauchy Distribution

This distribution is a generalization of the Cauchy distribution. It has a single shape parameter $-1<a<1$ that skews the distribution. The special case $a=0$ yields the Cauchy distribution.

Functions

The mean, variance, skewness, and kurtosis are all undefined.

References

• "Skewed generalized t distribution", Wikipedia https://en.wikipedia.org/wiki/Skewed_generalized_t_distribution#Skewed_Cauchy_distribution

Implementation: scipy.stats.skewcauchy