Hi, any idea how can I simulate series of Cauchy distributed random variables ?
Thanks.
Cauchy Distribution
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Re: Cauchy Distribution
The Cauchy distribution is just a t-distribution with v set equal to 1, thus:
will generate a series of cauchy randoms.
Code: Select all
series cauchy = @rtdist(1)
will generate a series of cauchy randoms.
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Re: Cauchy Distribution
Thanks !!! It's perfectly working ! The infinite variance clearly shows up. I didnt realize cauchy distribution is this particular case ...
Thanks again!!
Thanks again!!
Re: Cauchy Distribution
I love it ! this is the strangest animal in the statistical toolbox.
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