### 7.4.12 The Cauchy distribution

#### The probability density function for the Cauchy
distribution: cauchy cauchyd

The probability density function of the Cauchy distribution (sometimes
called the Lorentz distribution) is given by the
cauchy (or cauchyd) command. The Cauchy
distribution depends on two parameters a and b, and the value of
the density function at x is
cauchy(a,b,x) = b/(π ((x−a)^{2} + b^{2})).
If you enter

cauchy(2.2,1.5,0.8)

you will get

0.113412073462

If you leave out the parameters a and b, they will default to 0
and 1, respectively; cauchy(x) = 1/(π (x^{2} + 1)). If
you enter

cauchy(0.3)

you will get

0.292027418517

#### The cumulative distribution function for the Cauchy
distribution: cauchy_cdf cauchyd_cdf

The command cauchy_cdf (or cauchyd_cdf) computes
the cumulative distribution function for the Cauchy distribution.
Like cauchy, you can give it the parameters a and b, or
let them default to 0 and 1. The Cauchy cumulative distribution
function is given by the formula
cauchy_cdf(a,b,x) = 1/2 + arctan((x−a)/b)/π.
If you enter

cauchy_cdf(2,3,1.4)

you will get

0.437167041811

and if you enter

cauchy_cdf(1.4)

you will get

0.802568456711

If you give cauchy_cdf an extra argument (with or without
the parameters), you will get the probability that
the random variable lies between two values;
cauchy_cdf(a,b,x,y) = Prob(x ≤ X ≤ y). If you
enter

cauchy_cdf(2,3,-1.9,1.4)

you will get

0.228452641651

#### The inverse distribution function for the
Cauchy distribution: cauchy_icdf cauchyd_icdf

Given a value h, the inverse distribution function gives
the value of x with Prob(X ≤ x) = h.
The cauchy_icdf will compute the
inverse distribution for the Cauchy distribution. (If no
parameters are given, they will be assumed to be 0 and 1.)
If you enter

cauchy_icdf(2,3,0.23)

you will get

-1.40283204777