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GNU Scientific Library Reference Manual - Third Edition (v1.12)
by M. Galassi, J. Davies, J. Theiler, B. Gough, G. Jungman, P. Alken, M. Booth, F. Rossi
Paperback (6"x9"), 592 pages, 60 figures
ISBN 0954612078
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19.8 The Cauchy Distribution

Function: 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,
p(x) dx = {1 \over a\pi (1 + (x/a)^2) } dx

for x in the range -\infty to +\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 p(x) at x for a Cauchy distribution with scale parameter a, using the formula given above.

Function: double gsl_cdf_cauchy_P (double x, double a)
Function: double gsl_cdf_cauchy_Q (double x, double a)
Function: double gsl_cdf_cauchy_Pinv (double P, double a)
Function: double gsl_cdf_cauchy_Qinv (double Q, double a)
These functions compute the cumulative distribution functions P(x), Q(x) and their inverses for the Cauchy distribution with scale parameter a.
ISBN 0954612078GNU Scientific Library Reference Manual - Third Edition (v1.12)See the print edition