September 1, 2003
Following the recent paper by A. K. Gupta et al . (2002), we generate skew pdfs of the form 2 ƒ ( u ) G (λ u ), where ƒ is taken to be a uniform pdf while the cdf G is taken to come from one of normal, Student's t , Cauchy, Laplace, logistic or uniform distribution. The properties of the resulting distributions are studied. In particular, expressions for the n th moment and the characteristic function are derived. We also provide graphical illustrations and quantify the range of possible values of skewness and kurtosis.