Summary
Cauchy probability density function (PDF).Unit
Probabilities
Declaration
Procedure CauchyPDF(X: TDenseMtxVec; m, b: TSample; Res: TDenseMtxVec);
Description
Calculates the Cauchy PDF for vector X 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 CauchyPDF(x, m, b: TSample): TSample;
| Parameter | Description |
|---|---|
| x | Defines distribution parameter, valid on (-INF,INF) interval. |
| m | Defines Cauchy distribution location parameter. |
| b | Defines Cauchy distribution shape parameter. b must be a positive value. |
Result
the Cauchy probability density function (PDF) for given parameters b and m. Parameter b must be greater than zero, otherwise the result is NAN.Description
Calculates the Cauchy probability density function. The Cauchy probability density function is defined by the following equation:
where m is the location parameter, specifying the location of the peak of the distribution, and b is the scale parameter which specifies the half-width at half-maximum (HWHM). As a probability distribution, it is known as the Cauchy distribution while among physicists it is known as the Lorentz distribution or the Breit-Wigner distribution.
Parameters:
- m: (-INF,INF)
- b: (0,INF)
Categories
Continuous probabilities| See Also |
|---|
| CauchyCDF |
| CauchyCDFInv |
| Copyright 2008 Dew Research |