Volume 30 • Number 2 • 2007
 
• A Truncated Bivariate Cauchy Distribution
Saralees Nadarajah and Samuel Kotz
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.

2000 Mathematics Subject Classification: 33C90, 62E99


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