The Cauchy Distribution¶
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gsl_ran_cauchy
(a)¶ This function returns a random variate from the Cauchy distribution with scale parameter
a
. The probability distribution for Cauchy random variates is,\[p(x) dx = {1 \over a\pi (1 + (x/a)^2) } dx\]for \(x\) in the range \(-\infty\) to \(+\infty\). The Cauchy distribution is also known as the Lorentz distribution.
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gsl_ran_cauchy_pdf
(x, a)¶ This function computes the probability density \(p(x)\) at \(x\) for a Cauchy distribution with scale parameter
a
, using the formula given above.
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gsl_ran_cauchy_P
(x, a)¶
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gsl_ran_cauchy_Q
(x, a)¶
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gsl_ran_cauchy_Pinv
(P, a)¶
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gsl_ran_cauchy_Qinv
(Q, a)¶ These functions compute the cumulative distribution functions \(P(x), Q(x)\) and their inverses for the Cauchy distribution with scale parameter
a
.