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Extreme Optimization Statistics Library for .NET

CauchyDistribution Class

Represents the Cauchy distribution.

For a list of all members of this type, see CauchyDistribution Members.

System.Object
   Distribution
      ContinuousDistribution
         CauchyDistribution

[Visual Basic]
Public Class CauchyDistribution
Inherits ContinuousDistribution
[C#]
public class CauchyDistribution : ContinuousDistribution

Remarks

The Cauchy distribution looks similar to the Normal distribution, but has a much heavier tail. It has some unusual properties. The mean is undefined, and the variance is infinite.

The Cauchy distribution is sometimes called the Lorentz distribution.

Example

The quotient X/Y of two variables with a Normal distribution follow a Cauchy distribution.

When shots are fired from a point in a _random direction, the points of impact on a straight wall have a Cauchy distribution.

Requirements

Namespace: Extreme.Statistics.Distributions

Assembly: Extreme.Statistics (in Extreme.Statistics.dll)

See Also

CauchyDistribution Members | Extreme.Statistics.Distributions Namespace