Cauchy random variable

X is a Cauchy random variable with parameters θ and β>0, commonly denoted XCauchy(θ,β) if


Cauchy random variables are used primarily for theoretical purposes, the key point being that the values E[X] and Var[X] are undefined for Cauchy random variables.

Title Cauchy random variable
Canonical name CauchyRandomVariable
Date of creation 2013-03-22 11:54:32
Last modified on 2013-03-22 11:54:32
Owner mathcam (2727)
Last modified by mathcam (2727)
Numerical id 11
Author mathcam (2727)
Entry type Definition
Classification msc 60A10
Synonym Cauchy distribution