论文信息 - A truncated Cauchy distribution

A truncated Cauchy distribution

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.

Samuel Kotz | Saralees Nadarajah | S. Nadarajah | S. Kotz

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