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st: RE: RE: [Question on Cauchy distribution]


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: [Question on Cauchy distribution]
Date   Wed, 30 Oct 2002 21:16:33 -0000

Nick Winter

> > > 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.
>

.. when standardised (location parameter 0, scale parameter 1).

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

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