Function rgsl::randist::cauchy::cauchy

source ·
pub fn cauchy(r: &mut Rng, a: f64) -> f64
Expand description

This function returns a random variate from the Cauchy distribution with scale parameter a. The probability distribution for Cauchy random variates is,

p(x) dx = {1 \over a\pi (1 + (x/a)^2) } dx

for x in the range -\infty to +\infty. The Cauchy distribution is also known as the Lorentz distribution.