Sage Modeling and Simulation Library

CauchyDistribution Class

The Cauchy distribution is important as an example of a pathological case. Cauchy distributions look similar to a normal distribution. However, they have much heavier tails. When studying hypothesis tests that assume normality, seeing how the tests perform on data from a Cauchy distribution is a good indicator of how sensitive the tests are to heavy-tail departures from normality. Likewise, it is a good check for robust techniques that are designed to work well under a wide variety of distributional assumptions.

Namespace:  Highpoint.Sage.Mathematics
Assembly:  Sage4 (in Sage4.dll)

Syntax


public class CauchyDistribution : IDoubleDistribution

Inheritance Hierarchy


Object
  Highpoint.Sage.Mathematics..::..CauchyDistribution