Cauchy Distribution Class
Represents the Cauchy distribution.
Definition
Namespace: Extreme.Statistics.Distributions
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
[SerializableAttribute]
public class CauchyDistribution : ContinuousDistribution
- Inheritance
- Object → Distribution → ContinuousDistribution → CauchyDistribution
Remarks
The Cauchy distribution looks similar to the Normal distribution, but has a much heavier tail. It has some unusual properties. The mean is undefined, and the variance is infinite.
The Cauchy distribution is sometimes called the Lorentz distribution.
Example
The quotient X/Y of two variables with a
Normal distribution
follow a Cauchy distribution.
When shots are fired from a point in a random direction, the points of impact on a straight wall have a Cauchy distribution.
Constructors
Cauchy | Constructs a new CauchyDistribution object. |
Properties
Entropy |
Gets the entropy of the distribution.
(Overrides Distribution.Entropy) |
Inter |
Returns the inter-quartile range of this distribution.
(Inherited from ContinuousDistribution) |
IsSymmetrical |
Gets whether the distribution is known to be symmetrical around the mean.
(Inherited from ContinuousDistribution) |
IsUnimodal |
Gets whether the distribution has one or more modes.
(Inherited from ContinuousDistribution) |
Kurtosis |
Gets the kurtosis of the distribution.
(Overrides Distribution.Kurtosis) |
Mean |
Gets the mean or expectation value of the distribution.
(Overrides Distribution.Mean) |
Median |
Gets the median of the distribution.
(Overrides ContinuousDistribution.Median) |
Mode |
Gets the mode of the distribution.
(Overrides ContinuousDistribution.Mode) |
Number |
Gets the number of modes of the distribution.
(Inherited from ContinuousDistribution) |
Scale | Gets the scale parameter for the distribution. |
Skewness |
Gets the skewness of the distribution.
(Overrides Distribution.Skewness) |
Standard |
Gets the standard deviation of the distribution.
(Inherited from Distribution) |
Statistic |
Gets the common symbol to describe a statistic
from the distribution.
(Inherited from Distribution) |
Support |
Gets the support of the distribution.
(Inherited from ContinuousDistribution) |
Variance |
Gets the variance of the distribution.
(Overrides Distribution.Variance) |
Methods
Cdf |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
Distribution |
Evaluates the cumulative distribution function
(CDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.DistributionFunction(Double)) |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get |
Returns an array that contains all the modes of the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns the expectation value of a function.
(Inherited from ContinuousDistribution) |
Get |
Returns the un-normalized expectation value of a function over the specified interval.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector containing a histogram of the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
Get |
Gets a vector whose bins contain the expected number of samples
for a given total number of samples.
(Inherited from ContinuousDistribution) |
GetHashCode | Serves as the default hash function. (Inherited from Object) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Get |
Returns a sequence of random samples of the specified length from the distribution.
(Inherited from ContinuousDistribution) |
GetType | Gets the Type of the current instance. (Inherited from Object) |
Hazard |
Returns the probability of failure at the specified value.
(Inherited from ContinuousDistribution) |
Inverse |
Returns the inverse of the DistributionFunction(Double).
(Inherited from ContinuousDistribution) |
Inverse |
Returns the sample value at the specified percentile.
(Overrides ContinuousDistribution.InverseDistributionFunction(Double)) |
Left |
Returns the probability that a sample from the distribution
is less than the specified value.
(Inherited from ContinuousDistribution) |
Log |
Returns the logarithm of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
Moment |
Returns the value of the moment function of the specified order.
(Overrides ContinuousDistribution.MomentFunction(Int32, Double)) |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) | |
Probability |
Returns the probability that a sample taken from the
distribution lies inside the specified interval.
(Inherited from ContinuousDistribution) |
Probability |
Returns the value of the probability density function
(PDF) of this distribution for the specified value.
(Overrides ContinuousDistribution.ProbabilityDensityFunction(Double)) |
Right |
Returns the probability that a sample from the distribution
is larger than the specified value.
(Inherited from ContinuousDistribution) |
Sample() |
Returns a random sample from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample( |
Returns a random sample from the distribution.
(Overrides ContinuousDistribution.Sample(Random)) |
Sample( |
Returns a vector of random samples from the distribution.
(Inherited from ContinuousDistribution) |
Sample( | Returns a single random sample from a Cauchy distribution with the specified scale parameter. |
Sample |
Fills a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Sample |
Fills part of a list with random numbers from the distribution.
(Inherited from ContinuousDistribution) |
Survivor |
Evaluates the survivor distribution function
(SDF) of this distribution for the specified value.
(Inherited from ContinuousDistribution) |
ToString | Returns a string that represents the current object. (Inherited from Object) |
Two |
Returns the probability that a sample from the distribution deviates from the mean more than
the specified value.
(Inherited from ContinuousDistribution) |