How to draw random number from a Cauchy Distribution

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Atinesh Singh
Atinesh Singh 2017-4-17
回答： Roger Stafford 2017-4-17
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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Roger Stafford
Roger Stafford 2017-4-17
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

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