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.
399409. Earlier writers used other ways of referring to it, e.g. Fisher (
1922
, pp. 3212)
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, 11141122.)
(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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 Fall '10
 Tarter
 Cauchy distribution, Francis Galton, Biometrika, Karl Pearson, New International Dictionary, William Moses Feldman

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