Read More
Date: 20-2-2021
1169
Date: 27-4-2021
1255
Date: 10-4-2021
2414
|
The Cauchy distribution, also called the Lorentzian distribution or Lorentz distribution, is a continuous distribution describing resonance behavior. It also describes the distribution of horizontal distances at which a line segment tilted at a random angle cuts the x-axis.
Let represent the angle that a line, with fixed point of rotation, makes with the vertical axis, as shown above. Then
(1) |
|||
(2) |
|||
(3) |
|||
(4) |
so the distribution of angle is given by
(5) |
This is normalized over all angles, since
(6) |
and
(7) |
|||
(8) |
|||
(9) |
The general Cauchy distribution and its cumulative distribution can be written as
(10) |
|||
(11) |
where is the half width at half maximum and is the statistical median. In the illustration about, .
The Cauchy distribution is implemented in the Wolfram Language as CauchyDistribution[m, Gamma/2].
The characteristic function is
(12) |
|||
(13) |
The moments of the distribution are undefined since the integrals
(14) |
diverge for .
If and are variates with a normal distribution, then has a Cauchy distribution with statistical median and full width
(15) |
The sum of variates each from a Cauchy distribution has itself a Cauchy distribution, as can be seen from
(16) |
|||
(17) |
where is the characteristic function and is the inverse Fourier transform, taken with parameters .
REFERENCES:
Papoulis, A. Probability, Random Variables, and Stochastic Processes, 2nd ed. New York: McGraw-Hill, p. 104, 1984.
Spiegel, M. R. Theory and Problems of Probability and Statistics. New York: McGraw-Hill, pp. 114-115, 1992.
|
|
5 علامات تحذيرية قد تدل على "مشكل خطير" في الكبد
|
|
|
|
|
لحماية التراث الوطني.. العتبة العباسية تعلن عن ترميم أكثر من 200 وثيقة خلال عام 2024
|
|
|