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McCullagh's parametrization of the Cauchy distributions

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Using the complex parameter also let easily prove the invariance of f-divergences (e.g., Kullback-Leibler divergence, chi-squared divergence, etc.) with respect to real linear fractional transformations (group action of SL(2,R)), and show that all f-divergences between univariate Cauchy densities are
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Although the parameter is notionally expressed using a complex number, the density is still a density over the real line. In particular the density can be written using the real-valued parameters
625:. ...the induced transformation on the parameter space has the same fractional linear form as the transformation on the sample space only if the parameter space is taken to be the complex plane. 229: 99: 482: 364: 742: 672:." In addition, McCullagh shows that the complex-valued parameterisation allows a simple relationship to be made between the Cauchy and the "circular Cauchy distribution". 871: 501: 1354: 1262: 2049: 1915: 1127: 886: 735: 1810: 1574: 1248: 1569: 1513: 1173: 811: 1319: 1855: 1589: 1442: 1117: 861: 2097: 1314: 2087: 1759: 1735: 728: 689: 1956: 1584: 2118: 1833: 1794: 1766: 1740: 1658: 1007: 755: 1944: 1910: 1776: 1771: 1616: 1424: 1122: 876: 1694: 1607: 1579: 1488: 1437: 1411: 1309: 1092: 1057: 1708: 1625: 1462: 1209: 1087: 1062: 926: 921: 916: 1386: 896: 891: 185:, uses the two parameters of the non-standardised distribution to form a single complex-valued parameter, specifically, the 2024: 1890: 1598: 1447: 1379: 1364: 1257: 1231: 1163: 1002: 833: 818: 1541: 1920: 1860: 1850: 1467: 1168: 1027: 29: 1269: 1012: 941: 1905: 1900: 1845: 1781: 1546: 1324: 1221: 806: 332:{\displaystyle f(x)={1 \over \pi \left\vert \sigma \right\vert \left(1+{\frac {(x-\mu )^{2}}{\sigma ^{2}}}\right)}\,,} 1725: 1533: 2039: 1815: 1634: 1416: 1369: 1238: 1214: 1194: 1037: 911: 791: 2044: 987: 38: 1828: 1789: 1663: 1500: 1344: 1289: 1187: 1151: 1022: 1730: 1518: 1284: 1243: 1158: 1112: 1052: 1017: 906: 801: 751: 25: 843: 443:{\displaystyle f(x)={\left\vert \Im {\theta }\right\vert \over \pi \left\vert x-\theta \right\vert ^{2}}\,,} 2029: 1971: 1642: 1429: 1339: 1294: 1279: 1199: 1097: 1047: 1042: 823: 456: 1895: 1883: 1872: 1754: 1650: 1457: 901: 881: 786: 2019: 1976: 1820: 1495: 1349: 1329: 1226: 796: 182: 120: 713: 2069: 2064: 2059: 2054: 1991: 1961: 1840: 1483: 1374: 1274: 977: 936: 931: 828: 2003: 1528: 1508: 1478: 1452: 1406: 1334: 1146: 1082: 21: 2034: 1523: 1304: 1299: 1204: 1141: 1136: 992: 982: 866: 17: 660:
McCullagh also wrote, "The distribution of the first exit point from the upper half-plane of a
346: = 0. An alternative form for the density can be written using the complex parameter 1932: 1359: 1102: 1032: 997: 946: 1107: 781: 205: 685: 488: 174: 1180: 661: 599:{\displaystyle Y^{*}={aY+b \over cY+d}\sim C\left({a\theta +b \over c\theta +d}\right)} 186: 699: 2112: 1803: 1551: 838: 495:
To this question I can give no better answer than to present the curious result that
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0, and first and third quartiles respectively −1 and +1. Generally, a
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To the question "Why introduce complex numbers when only real-valued
112: 708: 208:. It also extends the usual range of scale parameter to include 724: 641:
defined above has a Cauchy distribution with parameter (
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is the Cauchy density on the real line with parameter
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is any probability distribution belonging to the same
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and whose first and third quartiles are respectively
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where the distribution is regarded as degenerate if
2012: 1970: 1871: 1707: 1685: 1676: 1560: 1395: 1071: 968: 959: 852: 772: 763: 598: 476: 442: 331: 93: 633:has a Cauchy distribution with complex parameter 709:"On f-divergences between Cauchy distributions" 736: 8: 94:{\displaystyle f(x)={1 \over \pi (1+x^{2})}} 1682: 965: 769: 743: 729: 721: 147:has a Cauchy distribution whose median is 698:, volume 79 (1992), pages 247–259. 690:"Conditional inference and Cauchy models" 560: 518: 509: 503: 463: 458: 436: 427: 393: 383: 366: 325: 309: 298: 279: 248: 231: 79: 57: 40: 629:In other words, if the random variable 127:has a standard Cauchy distribution and 477:{\displaystyle \Im {\theta }=\sigma } 7: 2093: 707:Frank Nielsen and Kazuki Okamura, 460: 390: 14: 491:are involved?", McCullagh wrote: 2092: 2083: 2082: 377: 371: 295: 282: 242: 236: 85: 66: 51: 45: 1: 30:probability density function 637:, then the random variable 171:McCullagh's parametrization 2135: 1916:Wrapped asymmetric Laplace 887:Extended negative binomial 702:from McCullagh's homepage. 2078: 1575:Generalized extreme value 1355:Relativistic Breit–Wigner 752:Probability distributions 2119:Continuous distributions 135: > 0, then 26:probability distribution 1570:Generalized chi-squared 1514:Normal-inverse Gaussian 131:is any real number and 123:as this one. Thus, if 1882:Univariate (circular) 1443:Generalized hyperbolic 872:Conway–Maxwell–Poisson 862:Beta negative binomial 627: 600: 478: 444: 333: 95: 1927:Bivariate (spherical) 1425:Kaniadakis κ-Gaussian 609:for all real numbers 601: 493: 479: 445: 334: 183:University of Chicago 121:location-scale family 96: 1992:Dirac delta function 1939:Bivariate (toroidal) 1896:Univariate von Mises 1767:Multivariate Laplace 1659:Shifted log-logistic 1008:Continuous Bernoulli 502: 457: 365: 230: 39: 2040:Natural exponential 1945:Bivariate von Mises 1911:Wrapped exponential 1777:Multivariate stable 1772:Multivariate normal 1093:Benktander 2nd kind 1088:Benktander 1st kind 877:Discrete phase-type 212: < 0. 155: −  117:Cauchy distribution 22:Cauchy distribution 1695:Rectified Gaussian 1580:Generalized Pareto 1438:Generalized normal 1310:Matrix-exponential 596: 474: 440: 329: 91: 18:probability theory 2106: 2105: 1703: 1702: 1672: 1671: 1563:whose type varies 1509:Normal (Gaussian) 1463:Hyperbolic secant 1412:Exponential power 1315:Maxwell–Boltzmann 1063:Wigner semicircle 955: 954: 927:Parabolic fractal 917:Negative binomial 662:Brownian particle 590: 548: 434: 323: 315: 89: 20:, the "standard" 2126: 2096: 2095: 2086: 2085: 2025:Compound Poisson 2000: 1988: 1957:von Mises–Fisher 1953: 1941: 1929: 1891:Circular uniform 1887: 1807: 1751: 1722: 1683: 1585:Marchenko–Pastur 1448:Geometric stable 1365:Truncated normal 1258:Inverse Gaussian 1164:Hyperexponential 1003:Beta rectangular 971:bounded interval 966: 834:Discrete uniform 819:Poisson binomial 770: 745: 738: 731: 722: 714:arXiv 2101.12459 605: 603: 602: 597: 595: 591: 589: 575: 561: 549: 547: 533: 519: 514: 513: 489:random variables 483: 481: 480: 475: 467: 449: 447: 446: 441: 435: 433: 432: 431: 426: 422: 402: 398: 397: 384: 338: 336: 335: 330: 324: 322: 321: 317: 316: 314: 313: 304: 303: 302: 280: 267: 249: 173:, introduced by 100: 98: 97: 92: 90: 88: 84: 83: 58: 2134: 2133: 2129: 2128: 2127: 2125: 2124: 2123: 2109: 2108: 2107: 2102: 2074: 2050:Maximum entropy 2008: 1996: 1984: 1974: 1966: 1949: 1937: 1925: 1880: 1867: 1804:Matrix-valued: 1801: 1747: 1718: 1710: 1699: 1687: 1678: 1668: 1562: 1556: 1473: 1399: 1397: 1391: 1320:Maxwell–Jüttner 1169:Hypoexponential 1075: 1073: 1072:supported on a 1067: 1028:Noncentral beta 988:Balding–Nichols 970: 969:supported on a 961: 951: 854: 848: 844:Zipf–Mandelbrot 774: 765: 759: 749: 686:Peter McCullagh 682: 576: 562: 556: 534: 520: 505: 500: 499: 455: 454: 412: 408: 407: 403: 389: 385: 363: 362: 305: 294: 281: 272: 268: 257: 253: 228: 227: 177:, professor of 175:Peter McCullagh 75: 62: 37: 36: 12: 11: 5: 2132: 2130: 2122: 2121: 2111: 2110: 2104: 2103: 2101: 2100: 2090: 2079: 2076: 2075: 2073: 2072: 2067: 2062: 2057: 2052: 2047: 2045:Location–scale 2042: 2037: 2032: 2027: 2022: 2016: 2014: 2010: 2009: 2007: 2006: 2001: 1994: 1989: 1981: 1979: 1968: 1967: 1965: 1964: 1959: 1954: 1947: 1942: 1935: 1930: 1923: 1918: 1913: 1908: 1906:Wrapped Cauchy 1903: 1901:Wrapped normal 1898: 1893: 1888: 1877: 1875: 1869: 1868: 1866: 1865: 1864: 1863: 1858: 1856:Normal-inverse 1853: 1848: 1838: 1837: 1836: 1826: 1818: 1813: 1808: 1799: 1798: 1797: 1787: 1779: 1774: 1769: 1764: 1763: 1762: 1752: 1745: 1744: 1743: 1738: 1728: 1723: 1715: 1713: 1705: 1704: 1701: 1700: 1698: 1697: 1691: 1689: 1680: 1674: 1673: 1670: 1669: 1667: 1666: 1661: 1656: 1648: 1640: 1632: 1623: 1614: 1605: 1596: 1587: 1582: 1577: 1572: 1566: 1564: 1558: 1557: 1555: 1554: 1549: 1547:Variance-gamma 1544: 1539: 1531: 1526: 1521: 1516: 1511: 1506: 1498: 1493: 1492: 1491: 1481: 1476: 1471: 1465: 1460: 1455: 1450: 1445: 1440: 1435: 1427: 1422: 1414: 1409: 1403: 1401: 1393: 1392: 1390: 1389: 1387:Wilks's lambda 1384: 1383: 1382: 1372: 1367: 1362: 1357: 1352: 1347: 1342: 1337: 1332: 1327: 1325:Mittag-Leffler 1322: 1317: 1312: 1307: 1302: 1297: 1292: 1287: 1282: 1277: 1272: 1267: 1266: 1265: 1255: 1246: 1241: 1236: 1235: 1234: 1224: 1222:gamma/Gompertz 1219: 1218: 1217: 1212: 1202: 1197: 1192: 1191: 1190: 1178: 1177: 1176: 1171: 1166: 1156: 1155: 1154: 1144: 1139: 1134: 1133: 1132: 1131: 1130: 1120: 1110: 1105: 1100: 1095: 1090: 1085: 1079: 1077: 1074:semi-infinite 1069: 1068: 1066: 1065: 1060: 1055: 1050: 1045: 1040: 1035: 1030: 1025: 1020: 1015: 1010: 1005: 1000: 995: 990: 985: 980: 974: 972: 963: 957: 956: 953: 952: 950: 949: 944: 939: 934: 929: 924: 919: 914: 909: 904: 899: 894: 889: 884: 879: 874: 869: 864: 858: 856: 853:with infinite 850: 849: 847: 846: 841: 836: 831: 826: 821: 816: 815: 814: 807:Hypergeometric 804: 799: 794: 789: 784: 778: 776: 767: 761: 760: 750: 748: 747: 740: 733: 725: 719: 718: 704: 703: 681: 678: 607: 606: 594: 588: 585: 582: 579: 574: 571: 568: 565: 559: 555: 552: 546: 543: 540: 537: 532: 529: 526: 523: 517: 512: 508: 473: 470: 466: 462: 451: 450: 439: 430: 425: 421: 418: 415: 411: 406: 401: 396: 392: 388: 382: 379: 376: 373: 370: 340: 339: 328: 320: 312: 308: 301: 297: 293: 290: 287: 284: 278: 275: 271: 266: 263: 260: 256: 252: 247: 244: 241: 238: 235: 206:imaginary unit 187:complex number 102: 101: 87: 82: 78: 74: 71: 68: 65: 61: 56: 53: 50: 47: 44: 13: 10: 9: 6: 4: 3: 2: 2131: 2120: 2117: 2116: 2114: 2099: 2091: 2089: 2081: 2080: 2077: 2071: 2068: 2066: 2063: 2061: 2058: 2056: 2053: 2051: 2048: 2046: 2043: 2041: 2038: 2036: 2033: 2031: 2028: 2026: 2023: 2021: 2018: 2017: 2015: 2011: 2005: 2002: 1999: 1995: 1993: 1990: 1987: 1983: 1982: 1980: 1978: 1973: 1969: 1963: 1960: 1958: 1955: 1952: 1948: 1946: 1943: 1940: 1936: 1934: 1931: 1928: 1924: 1922: 1919: 1917: 1914: 1912: 1909: 1907: 1904: 1902: 1899: 1897: 1894: 1892: 1889: 1886: 1885: 1879: 1878: 1876: 1874: 1870: 1862: 1859: 1857: 1854: 1852: 1849: 1847: 1844: 1843: 1842: 1839: 1835: 1832: 1831: 1830: 1827: 1825: 1824: 1819: 1817: 1816:Matrix normal 1814: 1812: 1809: 1806: 1805: 1800: 1796: 1793: 1792: 1791: 1788: 1786: 1785: 1782:Multivariate 1780: 1778: 1775: 1773: 1770: 1768: 1765: 1761: 1758: 1757: 1756: 1753: 1750: 1746: 1742: 1739: 1737: 1734: 1733: 1732: 1729: 1727: 1724: 1721: 1717: 1716: 1714: 1712: 1709:Multivariate 1706: 1696: 1693: 1692: 1690: 1684: 1681: 1675: 1665: 1662: 1660: 1657: 1655: 1653: 1649: 1647: 1645: 1641: 1639: 1637: 1633: 1631: 1629: 1624: 1622: 1620: 1615: 1613: 1611: 1606: 1604: 1602: 1597: 1595: 1593: 1588: 1586: 1583: 1581: 1578: 1576: 1573: 1571: 1568: 1567: 1565: 1561:with support 1559: 1553: 1550: 1548: 1545: 1543: 1540: 1538: 1537: 1532: 1530: 1527: 1525: 1522: 1520: 1517: 1515: 1512: 1510: 1507: 1505: 1504: 1499: 1497: 1494: 1490: 1487: 1486: 1485: 1482: 1480: 1477: 1475: 1474: 1466: 1464: 1461: 1459: 1456: 1454: 1451: 1449: 1446: 1444: 1441: 1439: 1436: 1434: 1433: 1428: 1426: 1423: 1421: 1420: 1415: 1413: 1410: 1408: 1405: 1404: 1402: 1398:on the whole 1394: 1388: 1385: 1381: 1378: 1377: 1376: 1373: 1371: 1370:type-2 Gumbel 1368: 1366: 1363: 1361: 1358: 1356: 1353: 1351: 1348: 1346: 1343: 1341: 1338: 1336: 1333: 1331: 1328: 1326: 1323: 1321: 1318: 1316: 1313: 1311: 1308: 1306: 1303: 1301: 1298: 1296: 1293: 1291: 1288: 1286: 1283: 1281: 1278: 1276: 1273: 1271: 1268: 1264: 1261: 1260: 1259: 1256: 1254: 1252: 1247: 1245: 1242: 1240: 1239:Half-logistic 1237: 1233: 1230: 1229: 1228: 1225: 1223: 1220: 1216: 1213: 1211: 1208: 1207: 1206: 1203: 1201: 1198: 1196: 1195:Folded normal 1193: 1189: 1186: 1185: 1184: 1183: 1179: 1175: 1172: 1170: 1167: 1165: 1162: 1161: 1160: 1157: 1153: 1150: 1149: 1148: 1145: 1143: 1140: 1138: 1135: 1129: 1126: 1125: 1124: 1121: 1119: 1116: 1115: 1114: 1111: 1109: 1106: 1104: 1101: 1099: 1096: 1094: 1091: 1089: 1086: 1084: 1081: 1080: 1078: 1070: 1064: 1061: 1059: 1056: 1054: 1051: 1049: 1046: 1044: 1041: 1039: 1038:Raised cosine 1036: 1034: 1031: 1029: 1026: 1024: 1021: 1019: 1016: 1014: 1011: 1009: 1006: 1004: 1001: 999: 996: 994: 991: 989: 986: 984: 981: 979: 976: 975: 973: 967: 964: 958: 948: 945: 943: 940: 938: 935: 933: 930: 928: 925: 923: 920: 918: 915: 913: 912:Mixed Poisson 910: 908: 905: 903: 900: 898: 895: 893: 890: 888: 885: 883: 880: 878: 875: 873: 870: 868: 865: 863: 860: 859: 857: 851: 845: 842: 840: 837: 835: 832: 830: 827: 825: 822: 820: 817: 813: 810: 809: 808: 805: 803: 800: 798: 795: 793: 792:Beta-binomial 790: 788: 785: 783: 780: 779: 777: 771: 768: 762: 757: 753: 746: 741: 739: 734: 732: 727: 726: 723: 716: 715: 710: 706: 705: 701: 697: 696: 691: 687: 684: 683: 679: 677: 673: 671: 667: 663: 658: 656: 653: +  652: 648: 645: +  644: 640: 636: 632: 626: 624: 620: 616: 612: 592: 586: 583: 580: 577: 572: 569: 566: 563: 557: 553: 550: 544: 541: 538: 535: 530: 527: 524: 521: 515: 510: 506: 498: 497: 496: 492: 490: 485: 471: 468: 464: 437: 428: 423: 419: 416: 413: 409: 404: 399: 394: 386: 380: 374: 368: 361: 360: 359: 357: 354: +  353: 350: =  349: 345: 326: 318: 310: 306: 299: 291: 288: 285: 276: 273: 269: 264: 261: 258: 254: 250: 245: 239: 233: 226: 225: 224: 222: 218: 213: 211: 207: 203: 199: 196: +  195: 192: =  191: 188: 184: 180: 176: 172: 168: 166: 163: +  162: 158: 154: 150: 146: 143: +  142: 138: 134: 130: 126: 122: 118: 114: 110: 107: 80: 76: 72: 69: 63: 59: 54: 48: 42: 35: 34: 33: 31: 27: 23: 19: 1997: 1985: 1951:Multivariate 1950: 1938: 1926: 1921:Wrapped Lévy 1881: 1829:Matrix gamma 1822: 1802: 1790:Normal-gamma 1783: 1749:Continuous: 1748: 1719: 1664:Tukey lambda 1651: 1643: 1638:-exponential 1635: 1627: 1618: 1609: 1600: 1594:-exponential 1591: 1535: 1502: 1469: 1431: 1418: 1345:Poly-Weibull 1290:Log-logistic 1250: 1249:Hotelling's 1181: 1023:Logit-normal 897:Gauss–Kuzmin 892:Flory–Schulz 773:with finite 712: 693: 674: 669: 665: 664:starting at 659: 654: 650: 646: 642: 638: 634: 630: 628: 622: 618: 614: 610: 608: 494: 486: 452: 355: 351: 347: 343: 341: 220: 216: 214: 209: 201: 197: 193: 189: 170: 169: 164: 160: 156: 152: 148: 144: 140: 136: 132: 128: 124: 116: 111:. This has 105: 103: 15: 2035:Exponential 1884:directional 1873:Directional 1760:Generalized 1731:Multinomial 1686:continuous- 1626:Kaniadakis 1617:Kaniadakis 1608:Kaniadakis 1599:Kaniadakis 1590:Kaniadakis 1542:Tracy–Widom 1519:Skew normal 1501:Noncentral 1285:Log-Laplace 1263:Generalized 1244:Half-normal 1210:Generalized 1174:Logarithmic 1159:Exponential 1113:Chi-squared 1053:U-quadratic 1018:Kumaraswamy 960:Continuous 907:Logarithmic 802:Categorical 676:symmetric. 2030:Elliptical 1986:Degenerate 1972:Degenerate 1720:Discrete: 1679:univariate 1534:Student's 1489:Asymmetric 1468:Johnson's 1396:supported 1340:Phase-type 1295:Log-normal 1280:Log-Cauchy 1270:Kolmogorov 1188:Noncentral 1118:Noncentral 1098:Beta prime 1048:Triangular 1043:Reciprocal 1013:Irwin–Hall 962:univariate 942:Yule–Simon 824:Rademacher 766:univariate 695:Biometrika 680:References 179:statistics 1755:Dirichlet 1736:Dirichlet 1646:-Gaussian 1621:-Logistic 1458:Holtsmark 1430:Gaussian 1417:Fisher's 1400:real line 902:Geometric 882:Delaporte 787:Bernoulli 764:Discrete 581:θ 567:θ 551:∼ 511:∗ 472:σ 465:θ 461:ℑ 420:θ 417:− 405:π 395:θ 391:ℑ 307:σ 292:μ 289:− 262:σ 255:π 64:π 32:(pdf) is 2113:Category 2088:Category 2020:Circular 2013:Families 1998:Singular 1977:singular 1741:Negative 1688:discrete 1654:-Weibull 1612:-Weibull 1496:Logistic 1380:Discrete 1350:Rayleigh 1330:Nakagami 1253:-squared 1227:Gompertz 1076:interval 812:Negative 797:Binomial 200:, where 2098:Commons 2070:Wrapped 2065:Tweedie 2060:Pearson 2055:Mixture 1962:Bingham 1861:Complex 1851:Inverse 1841:Wishart 1834:Inverse 1821:Matrix 1795:Inverse 1711:(joint) 1630:-Erlang 1484:Laplace 1375:Weibull 1232:Shifted 1215:Inverse 1200:Fréchet 1123:Inverse 1058:Uniform 978:Arcsine 937:Skellam 932:Poisson 855:support 829:Soliton 782:Benford 775:support 717:(2021). 204:is the 181:at the 24:is the 2004:Cantor 1846:Normal 1677:Mixed 1603:-Gamma 1529:Stable 1479:Landau 1453:Gumbel 1407:Cauchy 1335:Pareto 1147:Erlang 1128:Scaled 1083:Benini 922:Panjer 453:where 113:median 28:whose 1726:Ewens 1552:Voigt 1524:Slash 1305:Lomax 1300:Log-t 1205:Gamma 1152:Hyper 1142:Davis 1137:Dagum 993:Bates 983:ARGUS 867:Borel 1975:and 1933:Kent 1360:Rice 1275:Lévy 1103:Burr 1033:PERT 998:Beta 947:Zeta 839:Zipf 756:list 621:and 219:and 159:and 109:real 104:for 1811:LKJ 1108:Chi 700:PDF 657:). 649:)/( 358:as 16:In 2115:: 711:, 692:, 688:, 651:cθ 643:aθ 617:, 613:, 484:. 356:iσ 198:iσ 167:. 145:σX 139:= 1823:t 1784:t 1652:q 1644:q 1636:q 1628:κ 1619:κ 1610:κ 1601:κ 1592:κ 1536:t 1503:t 1472:U 1470:S 1432:q 1419:z 1251:T 1182:F 758:) 754:( 744:e 737:t 730:v 670:θ 666:θ 655:d 647:b 639:Y 635:θ 631:Y 623:d 619:c 615:b 611:a 593:) 587:d 584:+ 578:c 573:b 570:+ 564:a 558:( 554:C 545:d 542:+ 539:Y 536:c 531:b 528:+ 525:Y 522:a 516:= 507:Y 469:= 438:, 429:2 424:| 414:x 410:| 400:| 387:| 381:= 378:) 375:x 372:( 369:f 352:μ 348:θ 344:σ 327:, 319:) 311:2 300:2 296:) 286:x 283:( 277:+ 274:1 270:( 265:| 259:| 251:1 246:= 243:) 240:x 237:( 234:f 221:σ 217:μ 210:σ 202:i 194:μ 190:θ 165:σ 161:μ 157:σ 153:μ 149:μ 141:μ 137:Y 133:σ 129:μ 125:X 106:x 86:) 81:2 77:x 73:+ 70:1 67:( 60:1 55:= 52:) 49:x 46:( 43:f

Index

probability theory
Cauchy distribution
probability distribution
probability density function
real
median
location-scale family
Peter McCullagh
statistics
University of Chicago
complex number
imaginary unit
random variables
Brownian particle
Peter McCullagh
"Conditional inference and Cauchy models"
Biometrika
PDF
"On f-divergences between Cauchy distributions"
arXiv 2101.12459
v
t
e
Probability distributions
list
Benford
Bernoulli
Beta-binomial
Binomial
Categorical

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