The Cauchy distribution is an unbounded continuous distribution that has a sharp central peak but significantly broad tails. The tails are much heavier than the tails of the Normal distribution.
The Cauchy distribution can be used to represent the ratio of two equally distributed parameters in certain cases, e.g. the ratio of two normal parameters. This distribution has no finite moments because of its extensive tails. Thus it can also be used to generate wildly divergent data a long as the data has a central tendency.
lambda =1; theta = 0
Generates a sample of the Cauchy distribution.
Name |
Type |
Description |
lambda |
double |
the scale parameter > 0 |
theta |
double |
the mode, or central peak position |
Type |
Description |
double |
the generated sample |
Generates a sample of the Cauchy distribution with theta
set
to 0. Is equivalent to cauchy(lambda, 0).
Name |
Type |
Description |
lambda |
double |
the scale parameter > 0 |
Type |
Description |
double |
the generated sample |
Generates a sample of the Cauchy distribution using the
specified random number generator.
Name |
Type |
Description |
lambda |
double |
the scale parameter > 0 |
theta |
double |
the mode, or central peak position |
r |
java.util.Random |
the random number generator |
Type |
Description |
double |
the generated sample |
This document includes content from the Stat::Fit User's Manual. Copyright © 2016 Geer Mountain Software Corp.