1458 10 archive 33 disk0/00/00/14/58 2007-12-17 05:07:07 2008-08-16 02:07:08 2007-12-17 05:07:07 article show Nadarajah, S. saralees.nadarajah@manchester.ac.uk Kotz, S. University of Manchester, School of Mathematics George Washington University, Dept. of Engineering Management and Systems Engineering pub Q none Bivariate Cauchy distribution, Product moments, Truncated bivariate Cauchy distribution. 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 2007 published Bulletin of the Malaysian Mathematical Sciences Society 30 2 Penerbit Universiti Sains Malaysia 185-193 TRUE 0126-6705 http://math.usm.my/bulletin/pdf/v30n2/v30n2p9.pdf http://math.usm.my/bulletin/html/vol30_2_9.htm [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.