Geometrical understanding of the Cauchy distribution

Advanced calculus is necessary to prove rigorously the main properties of the Cauchy distribution. It is well known that the Cauchy distribution can be generated by a tangent transformation of the uniform distribution. By interpreting this transformation on a circle, it is possible to present elemen...

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Detalles Bibliográficos
Autor: Cuadras, C. M. (Carlos María)
Tipo de recurso: artículo
Fecha de publicación:2002
País:España
Institución:Universitat Politècnica de Catalunya (UPC)
Repositorio:UPCommons. Portal del coneixement obert de la UPC
Idioma:inglés
OAI Identifier:oai:upcommons.upc.edu:2099/4167
Acceso en línea:https://hdl.handle.net/2099/4167
Access Level:acceso abierto
Palabra clave:Distribution (Probability theory)
Cauchy distribution
Dsitribution on a cirlce
Central limit theorem
Distribució (Teoria de la probabilitat)
Classificació AMS::60 Probability theory and stochastic processes::60E Distribution theory
Descripción
Sumario:Advanced calculus is necessary to prove rigorously the main properties of the Cauchy distribution. It is well known that the Cauchy distribution can be generated by a tangent transformation of the uniform distribution. By interpreting this transformation on a circle, it is possible to present elementary and intuitive proofs of some important and useful properties of the distribution.