Folded Cauchy Distribution

This formula can be expressed in terms of the standard formulas for the Cauchy distribution (call the cdf $C\left(x\right)$ and the pdf $d\left(x\right)$ ). If $Y$ is cauchy then $\left|Y\right|$ is folded cauchy. There is one shape parameter $c$ and the support is $x\ge 0.$

No moments

Implementation: scipy.stats.foldcauchy