This says that the Cauchy distribution is distribution of the ratio of two independent normally distributed random variables with mean zero.
The note says the Skewed Cauchy 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.
Does Skewed Cauchy distribution mean the ratio of two independent normally distributed random variables with mean zero again? Or is this the ratio of two independent normally distributed random variables with non-zero mean?
