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Sprays and Cauchy's Distribution

Mathematics Magazine, 1960
Thus exactly the same distribution results as if the particles had been projected from a point source at the origin. This has an application in spraying. Consider two sprays of the common revolving nozzle type, mounted so that the centres of revolution may be considered coincident, with the nozzles revolving in opposite directions and emitting thin ...
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SOME CHARACTERIZATIONS OF THE CAUCHY DISTRIBUTION

Australian Journal of Statistics, 1979
SummaryIf X and Y are independent standard Cauchy random variables then (i) Y and (X+Y)/(1‐Xu) are independent, (ii) X and (X + Y)/(1 ‐XU) are identically distributed, and (iii) X and 2X/(1‐X2) are identically distributed. Each of these three properties is shown to characterize the Cauchy distribution among absolutely continuous distributions.
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Centered distributions with cauchy conditionals

Communications in Statistics - Theory and Methods, 1991
We introduce a bivariate distribution with Cauchy conditionals that is centered at the origin. The construction is patterned after the functional equation methods employed by Castillo and Galambos(1987), Arnold(1987), Castillo and Galambos(1989), and Arnold and Strauss( 1988a) in the development of various bivariate densities with conditionally ...
Barry C. Arnold, Dale N. Anderson
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On a Generalization of Bivariate Cauchy Distribution

Communications in Statistics - Theory and Methods, 2008
This paper addresses a generalization of the bivariate Cauchy distribution discussed by Fang et al. (1990), derived from a trivariate normal distribution with a general correlation matrix. We obtain explicit expressions for the joint distribution function and joint density function, and show that they reduce in a special case to the corresponding ...
Ahad Jamalizadeh   +1 more
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Harris Hawk Optimization Algorithm Based on Cauchy Distribution Inverse Cumulative Function and Tangent Flight Operator

Applied intelligence (Boston), 2022
Min Wang   +4 more
semanticscholar   +1 more source

Matrix variate Cauchy distribution

Statistics, 2003
In this article we introduce the matrix variate Cauchy distribution. Its density function has been derived using independent random matrices having dependent normal entries. Some properties of this distribution are also studied.
Daya K. Nagar, Rajesh R. Bandekar
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Goodness-of-fit tests for the Cauchy distribution

Computational Statistics, 2001
The Cauchy family of distributions is defined by the pdf \[ f(x)=[\pi\psi(1+(x-\lambda)\psi^{-1})]^{-2}, \] where \(\lambda\) and \(\psi\) are the location and scale parameters. The authors consider different estimators for \(\psi\) and \(\lambda\) (including an iterative MLE algorithm) and five goodness-of-fit tests for this family: Kolmogorov, Kuiper,
Vincent C. Yen   +3 more
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Tangential Cauchy-Riemann complexes on distributions

Annali di Matematica Pura ed Applicata, 1986
The results of this paper are quite interesting. It is a continuation of the paper of the first author [Math. Ann. 268, 449-471 (1984; Zbl 0574.32045)], where the same problems are considered in the case of \(C^{\infty}\) category. The paper is organized in seven sections as follows: Let X be a smooth \((C^{\infty})\) differentiable manifold and E be a
Giorgio Valli, Mauro Nacinovich
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New Generalizations of Cauchy Distribution

Communications in Statistics - Theory and Methods, 2011
The generalized skew-normal distribution introduced by Balakrishnan (2002) is used to obtain new generalizations of univariate Cauchy distribution with two parameters, denoted by GC m, n (a, b) with m and n non-negative integer numbers and a, b ∈ R. For cases (m, n) = (1, 2), (m, n) = (2, 1), (m, n) = (0, 3) and (m, n) = (3, 0) explicit forms of the ...
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On the distribution of the Cauchy maximum-likelihood estimator

Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences, 1993
The two-parameter Cauchy maximum-likelihood estimator T ( y ) = ( T 1 ( y ), T 2 ( y )) is known to be unique for samples of size n ≽ 3 (J. Copas,
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