creating a vector of independent random cauchy variables...

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Doron
Doron 2012-2-25
I would like to create a "1000000 length" vector of cauchy random variables...
The code for one cauchy random variable, x, is:
x= tan(pi*(rand-0.5))
I have a few ways I can think of for generating the vector, but I want the FASTEST computational way.
Thanks
D Howard

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Andrei Bobrov
Andrei Bobrov 2012-2-25
x = tan(pi*(rand(1000000,1)-0.5));

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