StatsCauchyPDF

StatsCauchyPDF (x, µ, σ)

The StatsCauchyPDF function returns the Cauchy-Lorentz probability distribution function

$$f(x ; \mu, \sigma)=\frac{1}{\sigma \pi} \frac{1}{\displaystyle 1+\left(\frac{x-\mu}{\sigma}\right)^{2}},$$

where µ is the location parameter and σ is the scale parameter. Use µ=0 and σ=1 for the standard form of the Cauchy-Lorentz distribution.

See Also

Statistical Analysis, StatsCauchyCDF, StatsInvCauchyCDF