Statistics Assignment Help With Cauchy Distribution

6.9 Cauchy Distribution:

A random variable X is said to have a standard Cauchy distribution if its p.d.f is given by

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cauchy distribution -∞<x<∞

And X is termed as a standard Cauchy variate

More generally, Cauchy distribution with parameter λ and µ has the following p.d.f.,

standard-cauchy-distribution, -∞<y<∞ ; λ>0

And we write X~ C(λ,µ)

But putting X =(Y-µ)/λ

6.9.1 Characteristic Function of Cauchy Distribution:

function of cauchy distribution

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