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.
The mean, variance, skewness, and kurtosis are all undefined.
“Skewed generalized t distribution”, Wikipedia https://en.wikipedia.org/wiki/Skewed_generalized_t_distribution#Skewed_Cauchy_distribution