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Generalized cauchy distributions

Authors :
Paul R. Rider
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