Wednesday, January 16, 2013

Cauchy Distribution

The Cauchy distribution, also called the Lorentzian distribution, is a continuous distribution function with two parameteres.  The formula for this distribution is 
f(x) = 1/[s*PI*(1 + ((x-t)/s)**2)]  .
When t=0 and s=1, it is called the standard Cauchy distribution f(x) = 1/(PI*(1+x**2)) .
The Cauchy distribution resembles a normal distribution curve, however, the tails are much heavier.  The mean and standard deviation are undefined, but the mode and median are both equal to x0. 

-Vanessa

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