On simulating truncated skewed Cauchy random variables |
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Authors: | Mahdi Teimouri |
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Affiliation: | Department of Statistics, Gonbad Kavous University, Gonbad Kavous, Iran |
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Abstract: | Shirvani and Soltani suggested a method for characterizing and simulating one-sided truncated Cauchy random variables. For simulation, that involves solving a nonlinear transformation in each iteration. Here, we propose an alternative method to generate Cauchy random variables. Our method is more general (e.g., incorporates one-sided and two-sided truncations) and does not involve solving any equation. It can be implemented even using a hand calculator. |
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Keywords: | Cauchy distribution Simulation Truncation |
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