A skewed truncated t distribution

Skewed symmetric distributions have attracted a great deal of attention in the last few years. One of them, the skewed t distribution suffers from limited applicability because of the lack of finite moments. This note proposes an alternative to the skewed t distribution, which we refer to as skewed truncated t distribution. It is defined by the pdf f(x) = 2g(x)G(λx), where g(·) and G(·) are taken, respectively, to be the pdf and the cdf of a truncated t distribution. The note derives various properties of this distribution, including its moments.