An alternative to the Cauchy distribution

Research output: Contribution to journalArticle

Abstract

A few generalizations of the Cauchy distribution appear in the literature. In this paper, a new generalization of the Cauchy distribution is proposed, namely, the exponentiated-exponential Cauchy distribution (EECD). Unlike the Cauchy distribution, EECD can have moments for some restricted parameters space. The distribution has wide range of skewness and kurtosis values and has a closed form cumulative distribution function. It can be left skewed, right skewed and symmetric. Two different estimation methods for the EECD parameters are studied. • A new generalization of the Cauchy distribution is proposed, namely, exponentiated-exponential Cauchy distribution (EECD). • EECD has flexible shape characteristics. Moreover, EECD moments are defined under some restrictions on the parameter space.

Original languageEnglish
Pages (from-to)938-952
Number of pages15
JournalMethodsX
Volume6
DOIs
Publication statusPublished - Jan 1 2019

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Distribution functions

Keywords

  • Cauchy distribution
  • Estimation
  • Exponentiated-exponential-X family
  • Moments
  • Shannon entropy
  • T-X family

ASJC Scopus subject areas

  • Clinical Biochemistry
  • Medical Laboratory Technology

Cite this

An alternative to the Cauchy distribution. / Yousef Abdelfattah Alzaatreh, Ayman.

In: MethodsX, Vol. 6, 01.01.2019, p. 938-952.

Research output: Contribution to journalArticle

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