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


From   John Hendrickx <john_hendrickx@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: [Question on Cauchy distribution]
Date   Thu, 31 Oct 2002 00:41:30 -0800 (PST)

Someone pointed out a program yesterday called PQRS. You can use it
to calculate probabilities and create a small graph of the
probability distribution. Very useful for teaching, I'd been looking
for something like this. It's available at
http://www.eco.rug.nl/medewerk/knypstra/pqrs.html

I just downloaded it myself, it says that a Cauchy distribution is
indeed a special case of the t-distribution.  

Hope this helps,
John Hendrickx

--- Nick Winter <nwinter@policystudies.com> wrote:
> > -----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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