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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

Affiliations

University of Manchester, School of Mathematics
George Washington University, Dept. of Engineering Management and Systems Engineering

Abstract

A 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
Keywords:Bivariate Cauchy distribution, Product moments, Truncated bivariate Cauchy distribution.
Subjects:Q Science, Computer Science
ID Code:1458

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[3] Nadarajah, S. and Kotz, S. A truncated Cauchy distribution, Internal. J. Math. Ed. Sci. Tech. 37(2006), 605-607.

[4] T.K. Nayak, Multivariate lomax distribution - Properties and usefulness in reliability theory, J. Appl. Probab. 24(1987), 170—177.

[5] A.P. Prudnikov, Y.A. Brychkov and O.I. Marichev, Integrals and Series (vol. 1, 2 and 3), Gordon and Breach Science Publishers, Amsterdam, 1986.

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