pdfCauchy#

Purpose#

Computes the probability density function for the Cauchy distribution.

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

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

f (x) = (π σ (1 + (\frac{x - μ}{σ})^{2}))^{- 1}