The characteristic function of the discrete Cauchy distribution (In Memory of T. Cacoullos)

Abstract

A new family of integer-valued Cauchy-type distributions is introduced, the Cauchy-Cacoullos family. The characteristic function is evaluated, showing some interesting distributional properties, similar to the ordinary (continuous) Cauchy scale family. The results are extendable to discrete Student-type distributions with odd degrees of freedom. Keywords: Fourier series; discrete Student distribution; Cauchy-Cacoullos family.

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