Transformation Properties
- If then
- If then
- If and are independent, then
- If then
- McCullagh's parametrization of the Cauchy distributions: Expressing a Cauchy distribution in terms of one complex parameter, define X ~ Cauchy to mean X ~ Cauchy. If X ~ Cauchy then:
- ~ Cauchy where a,b,c and d are real numbers.
- Using the same convention as above, if X ~ Cauchy then:
- ~ CCauchy
- where "CCauchy" is the circular Cauchy distribution.
Read more about this topic: Cauchy Distribution
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