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()