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st: [Question on Cauchy distribution]


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: [Question on Cauchy distribution]
Date   Wed, 30 Oct 2002 20:35:55 -0000

Rodrigo Briceno

> Does anybody knows something about a distribution called Cauchy?

One of the standard distributions. It is unimodal, symmetric,
heavy-tailed, lacking in defined moments or cumulants, and nasty.

See, for example, Johnson, Kotz and Balakrishnan, Continuous
univariate
distributions or Evans, Hastings and Peacock, Statistical
distributions.

Nick
n.j.cox@durham.ac.uk

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