cauchy

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.

Sample 

lambda =1; theta = 0

cauchy(double lambda, double theta)

Description

Generates a sample of the Cauchy distribution.

Parameters

Name

Type

Description

lambda

double

the scale parameter > 0

theta

double

the mode, or central peak position

Result

Type

Description

double

the generated sample


cauchy(double lambda)

Description

Generates a sample of the Cauchy distribution with theta set to 0. Is equivalent to cauchy(lambda, 0).

Parameters

Name

Type

Description

lambda

double

 the scale parameter > 0

Result

Type

Description

double

the generated sample


cauchy(double lambda, double theta, java.util.Random r)

Description

Generates a sample of the Cauchy distribution using the specified random number generator.

Parameters

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

Result

Type

Description

double

the generated sample

This document includes content from the Stat::Fit User's Manual. Copyright 2016 Geer Mountain Software Corp.