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Cauchy Distribution |
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Cauchy distribution [kō·shē dis·trə′byü·shən]
(statistics) A distribution function having the formM/[πM2+ (x-a)2], wherexis the variable andMandaare constants. Also known as Cauchy frequency distribution. Cauchy Distribution a special type of probability distribution of random variables. Introduced by Cauchy, it is marked by the density
The characteristic function is f(t) = exp (μit − λ ǀ t ǀ) The Cauchy distribution is unimodal and symmetric with respect to the point x = μ, which is its mode and median. No ![]() Figure 1. Cauchy distribution: (a) probability density, (b) distribution function moments of positive order of a Cauchy distribution exist. Figure 1 depicts a Cauchy distribution for μ = 1.5 and λ = 1. Want to thank TFD for its existence? Tell a friend about us, add a link to this page, add the site to iGoogle, or visit the webmaster's page for free fun content. |
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