Characterizations of the Cauchy distribution associated with integral transforms
Statistics Theory
2020-10-23 v1 Probability
Statistics Theory
Abstract
We give two new simple characterizations of the Cauchy distribution by using the M\"obius and Mellin transforms. They also yield characterizations of the circular Cauchy distribution and the mixture Cauchy model.
Keywords
Cite
@article{arxiv.2007.09707,
title = {Characterizations of the Cauchy distribution associated with integral transforms},
author = {Kazuki Okamura},
journal= {arXiv preprint arXiv:2007.09707},
year = {2020}
}
Comments
9 pages, to appear in Studia Scientiarum Mathematicarum Hungarica