`Cauchy` — The Cauchy-Lorentz distribution

Usage

Cauchy(m: Double, s: Double) → Distribution<Double>

Arguments

m:: Center and median of the distribution
s:: Positive scale parameter; larger values give a wider distribution

Description

The Cauchy distribution is symmetric around m and has heavy tails, allowing values far from its center. Its mean and variance are undefined; s is a scale parameter, not a standard deviation.

Examples

~Cauchy(0,1)

~IID(10, Cauchy(0,1))

cdf(Cauchy(0,1),0)  # Returns 0.5