creators_name: Nadarajah, S.,  
creators_name: Kotz, S.,  
creators_id: saralees.nadarajah@manchester.ac.uk
creators_id: 
type: article
datestamp: 2007-12-17 05:07:07
lastmod: 2008-08-16 02:07:08
metadata_visibility: show
corp_creators: University of Manchester, School of Mathematics
corp_creators: George Washington University, Dept. of Engineering Management and Systems Engineering
title: A Truncated Bivariate Cauchy Distribution
ispublished: pub
subjects: Q
full_text_status: none
keywords: Bivariate Cauchy distribution, Product moments, Truncated bivariate Cauchy distribution.

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

date: 2007
date_type: published
publication: Bulletin of the Malaysian Mathematical Sciences Society
volume: 30
number: 2
publisher: Penerbit Universiti Sains Malaysia
pagerange: 185-193
refereed: TRUE
issn: 0126-6705
official_url: http://math.usm.my/bulletin/pdf/v30n2/v30n2p9.pdf
related_url_url: http://math.usm.my/bulletin/html/vol30_2_9.htm
referencetext: [1] I.S. Gradshteyn and I.M. Ryzhik, Table of Integrals, Series, and Products (sixth edition), Academic Press, San Diego, CA., 2000.

[2] Lee, M.L.T. and A.J. Gross, Lifetime distributions under unknown environment, J. Statist. Plann. Inference 29(1991), 137—143.

[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.
citation: 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