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st: RE: [Question on Cauchy distribution]


From   "Nick Winter" <nwinter@policystudies.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: [Question on Cauchy distribution]
Date   Wed, 30 Oct 2002 16:07:44 -0500

> -----Original Message-----
> From: Nick Cox [mailto:n.j.cox@durham.ac.uk] 
> Sent: Wednesday, October 30, 2002 3:36 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: [Question on Cauchy distribution] 
> 
> 
> 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

I believe that the Cauchy distribution is the same as Student's t
distribution with one degree of freedom.

--Nick WInter

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