Department of Economics

AUTHOR

Alzeley Omar

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Statistics , Applied Research - 2023

Circular and Spherical Projected Cauchy Distributions

Two new distributions are proposed: the circular projected and the spherical projected Cauchy distributions. A special case of the circular projected Cauchy coincides with the wrapped Cauchy distribution, and for this, a generalization is suggested that offers better fit via the inclusion of an extra parameter. For the spherical case, by imposing two conditions on the scatter matrix we end up with an elliptically symmetric distribution.

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