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单词 Cauchy Distribution
释义

Cauchy Distribution

The Cauchy distribution, also called the Lorentzian Distribution, describes resonance behavior. It also describes thedistribution of horizontal distances at which a Line Segment tilted at a random Angle cuts thex-Axis. Let represent the Angle that a line, with fixed point of rotation, makeswith the vertical axis, as shown above. Then

(1)
(2)
(3)

so the distribution of Angle is given by
(4)

This is normalized over all angles, since
(5)

and
 
 (6)


The general Cauchy distribution and its cumulative distribution can be written as

(7)
(8)

where is the Full Width at Half Maximum ( in the above example) and is the Mean( in the above example). The Characteristic Function is
 
  
 (9)

The Moments are given by
(10)
(11)
(12)

and the Standard Deviation, Skewness, and Kurtosis by
(13)
(14)
(15)


If and are variates with a Normal Distribution, then has a Cauchy distribution withMean and full width

(16)

See also Gaussian Distribution, Normal Distribution


References

Spiegel, M. R. Theory and Problems of Probability and Statistics. New York: McGraw-Hill, pp. 114-115, 1992.


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更新时间:2025/2/22 2:21:53