lundi 17 avril 2017

How to draw random number from a Cauchy Distribution in Matlab

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 in matlab. For more information about Cauchy Distribution see Link1 and Link2.




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