Generate Cauchy Random Numbers Using Student's t
This example shows how to use the Student's t distribution to generate random numbers from a standard Cauchy distribution.
Step 1. Generate a vector of random numbers.
Generate a column vector containing 10 random numbers from a standard Cauchy distribution, which has a location parameter mu = 0
and scale parameter sigma = 1
. Use trnd
with degrees of freedom V = 1
.
rng('default'); % For reproducibility r = trnd(1,10,1)
r = 10×1
0.2678
1.6547
-0.9396
1.7322
0.1810
-1.3351
-1.1529
1.2466
2.4647
5.8874
Step 2. Generate a matrix of random numbers.
Generate a 5-by-5 matrix of random numbers from a standard Cauchy distribution.
r = trnd(1,5,5)
r = 5×5
-0.7133 -0.0308 -4.7003 2.5949 -1.0194
-0.2579 -0.2820 0.2210 -0.5767 0.1394
0.5966 0.9806 -1.9818 3.4180 2.1367
2.4791 12.6472 -2.2442 -0.1092 2.9031
-1.3137 1.0985 -0.0066 10.9506 1.8792