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()