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
- Description
- Generates a sample of the Cauchy distribution.
- Parameters
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Name Type of value Description lambda double The scale parameter > 0. theta double The mode, or central peak position. - Result
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Type Description double The generated sample.
- Description
- Generates a sample of the Cauchy distribution with theta set to 0. Is equivalent to cauchy(lambda, 0).
- Parameters
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Name Type of value Description lambda double The scale parameter > 0. - Result
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Type Description double The generated sample.
- Description
- Generates a sample of the Cauchy distribution using the specified random number generator.
- Parameters
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Name Type of value Description lambda double The scale parameter > 0. theta double The mode, or central peak position. r java.util.Random The random number generator. - Result
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Type Description double The generated sample.
This document includes content from the “Stat::Fit User’s Manual”. Copyright 2016 Geer Mountain Software Corp.
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