Add the Cauchy distribution.#1780
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Thanks for making a PR, but the Cauchy distribution now lives in the |
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CHANGELOG.mdentrySummary
Add code for generating variates from the Cauchy distribution.
Motivation
The Cauchy distribution is useful for generating arbitrary values for a range of tasks.
Details
The implementation uses the algorithm given in "Hand-book on STATISTICAL DISTRIBUTIONS for experimentalists" by Christian Walck.
It has no defined mean or variance, so the test suite check an empirical CDF against the analytic one with a Kolmogorov-Smirnoff test.