Title of article :
A Truncated Bivariate Cauchy Distribution
Author/Authors :
Nadarajah, Saralees University of Manchester - School of Mathematics, UK , Kotz, Samuel George Washington University - Department of Engineering Management and Systems Engineering, USA
Abstract :
A truncated version of the bivariate Cauchy distribution is introduced. Explicit expressions for its moments and estimation procedures are derived. Unlike the Cauchy distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. An application with real data is discussed to show one such situation.
Keywords :
Bivariate Cauchy distribution , Product moments , Truncated bivariate Cauchy distribution
Journal title :
Bulletin of the Malaysian Mathematical Sciences Society
Journal title :
Bulletin of the Malaysian Mathematical Sciences Society
