Generation of Random Variates
09 Feb 2012
generates random variates from over 870 univariate distributions
|logcauchy_pdf(x, sigma, mu)
% logcauchy_pdf.m - evaluates a Log Cauchy Probability Density.
% See "Applied Robust Statistics", Chapter 3, D.J. Olive, p. 71.
% Vector Form of PDF!!!!
% NOTE: In order to adequately represent the CDF of this distribution
% numerically, mu should be small <~1 and sigma should be
% Created by Jim Huntley, 01/20/10
function [pdf] = logcauchy_pdf(x, sigma, mu)
coef = 1 / (sigma*pi);
pdf = coef ./ (x.*(1+((log(x)-mu)./sigma).^2));