Summary
Cauchy distribution point percent function (PPF).Unit
Probabilities
Declaration
Procedure CauchyCDFInv(P: TDenseMtxVec; m, b: TSample; Res: TDenseMtxVec);
Description
Calculates the inverse Cauchy CDF for probability vector P using the parameters b and m. The results are stored in vector Res. The Res Length and Complex properties are adjusted automatically. If vector X is complex, an exception is raised.Declaration
Function CauchyCDFInv(p, m, b: TSample): TSample;
Result
the Cauchy distribution point percent function (PPF) for given parameters b and m. Parameter b must be greater than zero and p must lie in the interval [0,1]. The inverse Cauchy cumulative distribution function is defined by the following equation:
The result of CauchyCDFInv is the solution of the integral equation of the Cauchy CDF with parameters b and m and with the desired probability p.
Categories
Continuous probabilities| See Also |
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| CauchyPDF |
| CauchyCDF |
| Copyright 2008 Dew Research |