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International Journal of Statistika and Mathematika, ISSN: 2277- 2790 E-ISSN: 2249-8605

Volume 3, Issue 2, 2012 pp 70-76

Research Article

On Half-Cauchy Distribution and Process

Elsamma  Jacob¹  , K Jayakumar²

¹Malabar Christian College, Calicut, Kerala, INDIA.

²Department of Statistics, University of Calicut, Kerala, INDIA.

Academic Editor:  Dr. Dase R.K.

A new form of half- Cauchy distribution using Marshall-Olkin transformation is introduced. The properties of the new distribution such as density, cumulative distribution function, quantiles, measure of skewness and distribution of the extremes are obtained. Time series models with half-Cauchy distribution as stationary marginal distributions are not developed so far.  We develop   first order autoregressive process with the new distribution as stationary marginal distribution and the properties of the process are studied. Application of the distribution in various fields is also discussed.