StatsInvCauchyCDF

StatsInvCauchyCDF (cdf, µ, σ)

The StatsInvCauchyCDF function returns the inverse of the Cauchy-Lorentz cumulative distribution function

$$\displaystyle x=\mu+\sigma \tan \left[\pi\left(c d f-\frac{1}{2}\right)\right] .$$

It returns NaN for cdf <0 or cdf > 1.

See Also

Statistical Analysis, StatsCauchyPDF, StatsCauchyCDF