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Probabilities.CauchyPDF Function

Cauchy probability density function (PDF).

Pascal
function CauchyPDF(x: double; m: double; b: double): double; overload;
Parameters 
Description 
Function domain, real value. 
Location parameter, real value. 
Shape parameter, real positive value. 

the Cauchy probability density function (PDF) for given parameters b and m. Parameter b must be greater than zero, otherwise the result is NAN.

Calculates the Cauchy probability density function. The Cauchy probability density function is defined by the following equation: 

 

where m is the location parameter, specifying the location of the peak of the distribution, and b is the scale parameter which specifies the half-width at half-maximum (HWHM). As a probability distribution, it is known as the Cauchy distribution while among physicists it is known as the Lorentz distribution or the Breit-Wigner distribution.

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