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3.5.3.2.3 Cauchypdf

Contents

Description

The Cauchy distribution, also called the Lorentzian distribution or Lorentz distribution, is a continuous distribution describing resonance behavior.

Definition

\(Y = cauchypdf(X, x0, \gamma) \) returns the pdf of the cauchy distribution with location parameter \(x0\) and scale parameter \(\gamma\), evaluated at the values in X.

\[f(x| x0, \gamma) = \frac{1}{\pi \gamma \left[1 + \left(\frac{x - x0}{\gamma}\right)^2\right]} = { 1 \over \pi } \left[ { \gamma \over (x - x0)^2 + \gamma^2 } \right], \]

Parameters

\(x\) (input, double)
dataset
\(x0\) (input, double)
location parameter
\(\gamma\) (input, double)
scale parameter \(\gamma >0\).

See Also

exppdf, gampdf, Lappdf, Lognpdf, Normpdf, Poisspdf