Cauchy Random Variate



Cauchy Random Variate

If U is a uniform(-π/2.π/2) random variable, then the random variable X = tan(U) has a Cauchy distribution. In particular the probability density for X, f(x), is:
f(x) =
[ 1 / π ] [1 / (1 + x 2)] for -∞ < x < ∞

Function List

  • double Cauchy_Random_Variate( void )

    This function returns X where X is a random variable with the density given above.

Source Code

C source code is available for this routine: