The half-Cauchy distribution is a continuous probability distribution derived from folding the standard Cauchy distribution on the origin (i.e., on the peak). This creates a version of the Cauchy distribution with only positive values. In other words, the half-Cauchy is a Cauchy distribution with a domain restricted to only positive values. In some rare cases, the left half of the Cauchy might be the distribution of interest, in which case this is usually specified. If unspecified, assume the right-hand half (positive values).
The mean and variance are not defined.
Definition of the Half-Cauchy Distribution
The half-Cauchy distribution is heavy tailed and self-decomposable  (a self-decomposable random variable has the same distribution as the sum of a scaled down version of itself and an independent residual random variable) . The half-Cauchy is also infinity divisible .
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