We study some mathematical properties of a new generator of
continuous distributions with one extra parameter called the odd
power Cauchy family including asymptotics, linear representation,
moments, quantile and generating functions, entropies, order statistics
and extreme values. We introduce two bivariate extensions of
the new family. The maximum likelihood method is discussed to estimate
the model parameters by means of a Monte Carlo simulation
study. We define a new log-odd power Cauchy–Weibull regression
model. The usefulness of the proposed models is proved empirically
by means of three real data sets.