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ERIC Number: EJ753900
Record Type: Journal
Publication Date: 2006-Jul-15
Pages: 4
Abstractor: Author
Reference Count: 4
ISBN: N/A
ISSN: ISSN-0020-739X
A Truncated Cauchy Distribution
Nadarajah, Saralees; Kotz, Samuel
International Journal of Mathematical Education in Science & Technology, v37 n5 p605-608 Jul 2006
A truncated version of the Cauchy distribution is introduced. Unlike the Cauchy distribution, this possesses finite moments of all orders and could therefore be a better model for certain practical situations. One such situation in finance is discussed. Explicit expressions for the moments of the truncated distribution are also derived.
Descriptors: Probability, Statistical Analysis, Mathematical Models, Correlation, Equations (Mathematics), Economics
Taylor & Francis, Ltd. 325 Chestnut Street Suite 800, Philadelphia, PA 19106. Tel: 800-354-1420; Fax: 215-625-2940; Web site: http://www.tandf.co.uk/journals/default.html
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Identifiers: N/A