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HalfCauchy Distribution¶
If Z is Hyperbolic Secant distributed then eZ is Half-Cauchy distributed. Also, if W is (standard) Cauchy distributed, then |W| is Half-Cauchy distributed. Special case of the Folded Cauchy distribution with c=0. The standard form is
f(x)=2π(1+x2)I[0,∞)(x)F(x)=2πarctan(x)I[0,∞](x)G(q)=tan(π2q)
M(t)=cost+2π[Si(t)cost−Ci(−t)sint]
md=0mn=tan(π4)
No moments, as the integrals diverge.
h[X]=log(2π)≈1.8378770664093454836.
Implementation: scipy.stats.halfcauchy