The gamma half-Cauchy distribution: properties and applications

Abstract

A new distribution, namely, theGamma-Half-Cauchy distribution isGamma-Half-Cauchy distributionproposed. Various properties of theare studied in detail such as limiting behavior, moments, mean devi-ations and Shannon entropy. The model parameters are estimated bythe method of maximum likelihood and the observed information ma-trix is obtained. Two data sets are used to illustrate the applicationsof Gamma-Half-Cauchy distribution.