How to draw random number from a Cauchy Distribution

Question

Atinesh Singh 2017-4-17

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https://ww2.mathworks.cn/matlabcentral/answers/335701-how-to-draw-random-number-from-a-cauchy-distribution

回答： Roger Stafford 2017-4-17

采纳的回答： Roger Stafford

在 MATLAB Online 中打开

I know random number can be drawn from a Normal Distribution as follows

normrnd(mu, sd)

where mu=mean and sd=standard deviation

But how can we draw a random number from Cauchy Distribution with given mu (location parameter) and sigma (scale parameter) as there is no built-in function available. For more information about Cauchy Distribution see this

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Answer 1

Roger Stafford 2017-4-17

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https://ww2.mathworks.cn/matlabcentral/answers/335701-how-to-draw-random-number-from-a-cauchy-distribution#answer_263252

在 MATLAB Online 中打开

To generate N random values of x with a Cauchy distribution where b is the half width at the half maximum density level and m is the statistical median:

x = m+b*tan(pi*(rand(N,1)-1/2));

See

http://mathworld.wolfram.com/CauchyDistribution.html