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From |
"FEIVESON, ALAN H. (AL) (JSC-SD) (NASA)" <alan.h.feiveson@nasa.gov> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

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

Date |
Thu, 31 Oct 2002 10:58:50 -0600 |

If you define a Cauchy distribution as having density K*(1+(x^2)/n)^(-p) where n and p are > 0, then it's the other way around - a t-distribution is a special case of a Cauchy. By the way, the first n-1 moments do exist for a t-distribution with n d.f. Al Feiveson -----Original Message----- From: John Hendrickx [mailto:john_hendrickx@yahoo.com] Sent: Thursday, October 31, 2002 2:42 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: [Question on Cauchy distribution] 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 > > * > * For searches and help try: > * http://www.stata.com/support/faqs/res/findit.html > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ __________________________________________________ Do you Yahoo!? HotJobs - Search new jobs daily now http://hotjobs.yahoo.com/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

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