A Truncated Bivariate Cauchy Distribution
Nadarajah, S., and Kotz, S., (2007) A Truncated Bivariate Cauchy Distribution. Bulletin of the Malaysian Mathematical Sciences Society, 30 (2). pp. 185-193. ISSN 0126-6705 Full text not available from this repository. Official URL: http://math.usm.my/bulletin/pdf/v30n2/v30n2p9.pdf AffiliationsUniversity of Manchester, School of Mathematics George Washington University, Dept. of Engineering Management and Systems Engineering AbstractA truncated version of the bivariate Cauchy distribution is introduced. Explicit expressions for its moments and estimation procedures are derived. Unlike the Cauchy distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. An application with real data is discussed to show one such situation.
2000 Mathematics Subject Classification: 33C90, 62E99
| Item Type: | Journal |
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| Keywords: | Bivariate Cauchy distribution, Product moments, Truncated bivariate Cauchy distribution.
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| Subjects: | Q Science, Computer Science |
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| ID Code: | 1458 |
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