pdfCauchy

Purpose

Computes the probability density function for the Cauchy distribution.

Format

p = pdfCauchy(x, mu, sigma)
Parameters:
  • x (NxK matrix, Nx1 vector or scalar) – data
  • mu (NxK matrix, Nx1 vector or scalar) – Location parameter. ExE conformable with x.
  • sigma (NxK matrix, Nx1 vector or scalar) – Scale parameter. ExE conformable with x. sigma must be greater than 0.
Returns:

p – the probability density function for the Cauchy distribution for the elements in x.

Rtypep:

NxK matrix, Nx1 vector or scalar

Remarks

The probability density function for the Cauchy distribution is defined as:

\[f(x) = \bigg(\pi \sigma \Big(1+\Big(\frac{x−\mu}{\sigma}\Big)^2\Big)\bigg) ^{−1}\]

See also

Functions cdfCauchy()