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:

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