Cauchy Distribution Sampler
Sample a Cauchy distribution by inverse CDF from a seed. Cauchy samples have no finite mean or variance.
Description
Sample a Cauchy distribution by inverse CDF from a seed. Cauchy samples have no finite mean or variance.
Cauchy Distribution Sampler: Sample a Cauchy distribution by inverse CDF from a seed. Cauchy samples have no finite mean or variance.
When to use Cauchy Distribution Sampler
Use this probability or sampling tool to compute a stated quantity or generate reproducible draws from a precisely parameterized distribution or stochastic model.
- location
- Required number input.
- scale
- Required number input.
- Sample count
- Required integer input.
- Seed
- Required string input.
How Cauchy Distribution Sampler works
Sample a Cauchy distribution by inverse CDF from a seed. Cauchy samples have no finite mean or variance. The tool evaluates the supplied inputs together and returns the named outputs below; it does not infer omitted operating conditions or change the units shown.1
- Samples
- The resulting samples returned as a list.
Limitations and assumptions
- Results depend on parameterization, support, random source, seed, convergence, burn-in, autocorrelation, proposal quality, normalization, numerical tails, and whether model assumptions match the process. Samples are not exact evidence of convergence.
- Use finite inputs in the displayed units and preserve more precision than the final presentation requires. Independently verify safety-critical, financial, compliance, or production decisions.
Alternative or Complementary approaches
Check analytic moments or known test cases, use independent chains and diagnostics for Monte Carlo methods, report seed and effective sample size, and inspect tail behavior.
References
-
Probability distribution — Wikipedia contributors
Similar or alternative tools
- Exponential Distribution Sampler
Draw waiting times using inverse CDF with a positive rate parameter; the mean is 1/rate.
- Gumbel Distribution Sampler
Draw Gumbel maximum-distribution samples from location and positive scale using inverse CDF.
- Laplace Distribution Sampler
Draw Laplace samples from location and positive scale using the two-sided exponential inverse CDF.