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Matrix variate Cauchy distribution
Statistics, 2003In 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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Centered distributions with cauchy conditionals
Communications in Statistics - Theory and Methods, 1991We 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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Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution
Communications in statistics. Simulation and computation, 2018This work focuses on the so-called skew-normal-Cauchy distribution, which is a convenient alternative to the skew-normal distribution for modeling data in presence of asymmetries. A stochastic representation and further nice properties of the skew-normal-
F. Kahrari, R. Arellano-Valle, M. Rezaei
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Sprays and Cauchy's Distribution
Mathematics Magazine, 1960Thus 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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On a Generalization of Bivariate Cauchy Distribution
Communications in Statistics - Theory and Methods, 2008This 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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New Generalizations of Cauchy Distribution
Communications in Statistics - Theory and Methods, 2011The 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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Multivariate cauchy distributions as locally gaussian distributions [PDF]
Journal of Mathematical Sciences, 1996 In the present paper, we propose a definition of locally Gaussian probability distributions of random vectors based on the linearization of their conditional quantiles. We prove that the Cauchy distribution inRn is locally Gaussian and give explicit formulas for the vectors of expectations and covariance matrices of locally Gaussian approximations.
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SOME CHARACTERIZATIONS OF THE CAUCHY DISTRIBUTION
Australian Journal of Statistics, 1979SummaryIf 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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