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Generalized cauchy distributions
- Source :
- Annals of the Institute of Statistical Mathematics. 9:215-223
- Publication Year :
- 1957
- Publisher :
- Springer Science and Business Media LLC, 1957.
-
Abstract
- Statistical distributions of the form C(l + [' x | )~ are considered. For k = 2, m = 1 this is the Cauchy distribution. For k = 2, m == ^(n -\1), % == n~&, it is the Student-Fisher distribution with n degrees of freedom. The Cauchy distribution is of interest because the variance of the mean is infinite while that of the median is finite. In this paper a study is made of the case m = 1. The value of k is determined for which the variance of the mean and that of the median are equal. The distribution of the mean for the case k = 4, m = 1 is derived. Several other special cases are studied.
Details
- ISSN :
- 15729052 and 00203157
- Volume :
- 9
- Database :
- OpenAIRE
- Journal :
- Annals of the Institute of Statistical Mathematics
- Accession number :
- edsair.doi...........ad3fac3a4b502a512dd11e9d658b2751
- Full Text :
- https://doi.org/10.1007/bf02892507