The name CAUCHY DISTRIBUTION came into the English literature on probability and statistics in the

The name CAUCHY DISTRIBUTION came into the English literature on probability and statistics in the

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The name CAUCHY DISTRIBUTION came into the English literature on probability and statistics in the 1930s. Several authors start referring to the Cauchy distribution without giving any explanation: e.g. B. O. Koopman in his "On Distributions Admitting a Sufficient Statistic" Transactions of the American Mathematical Society , 39 , (1936), pp. 399-409. Earlier writers used other ways of referring to it, e.g. Fisher ( 1922 , pp. 321-2) describes it as a kind of Pearson "Type VII" distribution. In the French literature "la loi de Cauchy" was more prominent. E.g. Paul Lévy Calcul des Probabilités (1925) (p. 179) uses the name, reporting that Cauchy gave the law in notes presented to the Académie des Sciences in 1853. "Mémoire sur l'évaluation d'inconnues déterminées par un grand nombre d'équations approximatives du premier degree," ( Comptes Rendus de l'Académie des Sciences, 36, 1114-1122.) (S. M. Stigler gives the history of the distribution and points out that Poisson had considered its properties in 1824: see "Cauchy and the Witch
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This note was uploaded on 02/04/2011 for the course PB HLTH 140 taught by Professor Tarter during the Fall '10 term at University of California, Berkeley.

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