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Characteristic function of the SGT distribution

An explicit closed form is derived for the characteristic function for the skew generalized $t$ (SGT) distribution studied by Arslan and Genc [Statistics 43 (2009), no. 5, 481-498]. The expression involves the Wright generalized hypergeometric $\Psi$-function.

characteristic function; Skew generalized $t$ distribution; Wright generalized hypergeometric $\Psi$-function

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