A Truncated Bivariate Cauchy Distribution
Bulletin of the Malaysian Mathematical Society, Tome 30 (2007) no. 2
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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.
Classification :
33C90, 62E99
@article{BMMS_2007_30_2_a8,
author = {Saralees Nadarajah and Samuel Kotz},
title = {A {Truncated} {Bivariate} {Cauchy} {Distribution}},
journal = {Bulletin of the Malaysian Mathematical Society},
year = {2007},
volume = {30},
number = {2},
url = {http://geodesic.mathdoc.fr/item/BMMS_2007_30_2_a8/}
}
Saralees Nadarajah; Samuel Kotz. A Truncated Bivariate Cauchy Distribution. Bulletin of the Malaysian Mathematical Society, Tome 30 (2007) no. 2. http://geodesic.mathdoc.fr/item/BMMS_2007_30_2_a8/