Thursday, 4 December 2014

Generalised Cauchy Distribution

The function I discovered a few years ago turns out, on re-examination, to be a generalised Cauchy Distribution:

image

Where x is the variable value, and parameters ‘m’ is mode, ‘s’ controls fatness, and ‘a’ controls kurtosis. I assume, like Cauchy, it has no moments, but need to explore.

With a = 1, s = 1 it gives the Cauchy Distribution :

image 

With a = 2 it gives a useful distribution with fat tails, fatter body and with mode similar to Normal and LogNormal. ‘sigma’ appears to be derivable from standard deviation here!

image

This has a Cumulative Distribution :

image

 

If C( x) is the Cauchy Distribution then GC2(x;0,1) = 2 Pi C^2

No comments:

US displaying its Imperialist credentials... yet again

Wanted to know the pattern of UN votes over Venezuela and then got into seeing if ChatGPT could see the obvious pattern of Imperialism here....