How to generate samples for cauchy distribution

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Mudit Batra
Mudit Batra on 7 Mar 2020
Answered: David Goodmanson on 7 Mar 2020
How to generate samples for cauchy distribution with mean 0 and variance 1.88?
Cauchy(0,1.88)

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Answers (1)

David Goodmanson
David Goodmanson on 7 Mar 2020
Hi Mudit,
the Cauchy distribtiion doesn't have a variance, since it doesn't have moments. But it does have a scale factor b. For mean 'a' and scale factor b,
N = 10000;
x = a+b*tan(pi*(rand(1,N)-1/2))

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