How to draw random number from a Cauchy Distribution

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

 Accepted Answer

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

More Answers (0)

Categories

Find more on Random Number Generation in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!