Cauchy distribution

The Cauchy distribution is a probability distribution with probability density function:

where t is the location parameter and s is the scale parameter. The special case when t = 0 and s = 1 is called the standard Cauchy distribution with the probability density function:

The Cauchy distribution is often cited as an example of a distribution which has no mean, variance or higher moments defined, although its mode and median are well defined and both zero.

When U and V are two independent normal random variables with normal distributions between -1 and 1 and , then the ratio U/V has the standard Cauchy distribution.

The Cauchy distribution is sometimes called the Lorentz distribution.

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Cauchy distribution