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Article #592Re: Generating Cauchy deviates
From: J A Stephen Viggiano
Date: Tue, 29 Sep 1992 14:42
Date: Tue, 29 Sep 1992 14:42
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In article <38663@sdcc12.ucsd.edu> whart@cs.ucsd.edu (Bill Hart) writes: >Can anyone point me to some code for generating samples with the Cauchy >distribution? I've browsed through statlib, but I didn't see anything >that had this distribution? 1. Generate a uniformly-distributed random variable between -pi and pi. 2. Take the tangent of this quantity. The result will be distributed with a Cauchy distribution with a median of zero and a first-to-third quartile range of two. (Both the mean and variance are undefined.) You can adjust these two quantities by multiplying or dividing (to adjust the first-to-third quartile range) and then adding or subtracting (which adjusts the median).
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Newsgroups: sci.math.stat Path: arc1-ca.pugleaf.net!sparky!uunet!charon.amdahl.com!pacbell.com!ames!elroy.jpl.nasa.gov!sdd.hp.com!think.com!rpi!newsserver.pixel.kodak.com!psinntp!psinntp!isc-newsserver!jsvrc From: jsvrc@rc.rit.edu (J A Stephen Viggiano) Subject: Re: Generating Cauchy deviates Message-ID: <1992Sep29.144229.6582@ultb.isc.rit.edu> Sender: news@ultb.isc.rit.edu (USENET News System) Nntp-Posting-Host: rcmain.rc.rit.edu Organization: RIT Research Corp References: <38663@sdcc12.ucsd.edu> Date: Tue, 29 Sep 1992 14:42:29 GMT Lines: 15