The Cauchy Distribution

Random: double gsl_ran_cauchy (const gsl_rng * r, double a)

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

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

Function: double gsl_ran_cauchy_pdf (double x, double a)

This function computes the probability density @math{p(x)} at x for a Cauchy distribution with scale parameter a, using the formula given above.