Moments of truncated distributions Consider the truncated distribution defined by restricting the standard Cauchy distribution to the interval . Such a truncated distribution has all moments (and the central limit theorem applies for i.i.d. observations from it); yet for almost all practical purposes it behaves like a Cauchy distribution..
Moments of truncated distributions Consider the. truncated distribution defined by restricting the standard Cauchy distribution to the interval . Such a truncated distribution has all moments (and the central limit theorem applies for i.i.d. observations from it); yet for almost all practical purposes it behaves like a Cauchy distribution.