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:[email protected]]
Sent: Thursday, October 31, 2002 2:42 AM
To: [email protected]
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 <[email protected]> wrote:
> > -----Original Message-----
> > From: Nick Cox [mailto:[email protected]]
> > Sent: Wednesday, October 30, 2002 3:36 PM
> > To: [email protected]
> > 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
> > [email protected]
>
> 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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