Cauchy probability density function (PDF).
Parameters |
Description |
x |
Function domain, real value. |
m |
Location parameter, real value. |
b |
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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