Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual double NextCauchy() |
Visual Basic (Declaration) |
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Public Overridable Function NextCauchy As Double |
Visual C++ |
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public: virtual double NextCauchy() |
Return Value
A double which specifies a pseudorandom number from a Cauchy distribution.Remarks
Use of the inverse CDF technique would yield a Cauchy deviate from a uniform (0, 1) deviate, u, as . Rather than evaluating a tangent directly, however, NextCauchy generates two uniform (-1, 1) deviates, and . These values can be thought of as sine and cosine values. If
is less than or equal to 1, then is delivered as the Cauchy deviate; otherwise, and are rejected and two new uniform (-1, 1) deviates are generated. This method is also equivalent to taking the ratio of two independent normal deviates.
Deviates from the Cauchy distribution with median t and first quartile t - s, that is, with density
can be obtained by scaling the output from NextCauchy. To do this, first scale the output from NextCauchy by S and then add T to the result.