Cauchy distribution

E239287

The Cauchy distribution is a continuous probability distribution with heavy tails and undefined mean and variance, often used as a classic example of pathological behavior in probability theory and statistics.

All labels observed (3)

How this entity was disambiguated

Statements (53)

Predicate Object
instanceOf continuous probability distribution ⓘ
heavy-tailed distribution ⓘ
probability distribution ⓘ
stable distribution ⓘ
univariate distribution ⓘ
belongsToFamily location–scale family ⓘ
correspondsToStudentTWithDegreesOfFreedom 1 ⓘ
definedOn real line ⓘ
hasAllMoments do not exist ⓘ
hasAlternativeName Breit–Wigner distribution ⓘ
linked to: Cauchy distribution

Lorentz distribution ⓘ
linked to: Cauchy distribution
hasCharacteristicFunction φ(t) = exp(i x0 t - γ |t|) ⓘ
hasConvolutionProperty sum of independent Cauchy variables is Cauchy ⓘ
hasCumulativeDistributionFunction F(x) = 1/π arctan(x) + 1/2 ⓘ
F(x; x0, γ) = 1/π arctan((x - x0)/γ) + 1/2 ⓘ
hasEntropy H = ln(4πγ) ⓘ
hasHazardFunction h(x) = f(x) / (1 - F(x)) for x in ℝ ⓘ
hasKurtosis undefined ⓘ
hasLocationParameter 0 ⓘ
x0 ⓘ
hasMean undefined ⓘ
hasMedian x0 ⓘ
hasMedianAbsoluteDeviation γ ⓘ
hasMode x0 ⓘ
hasMomentGeneratingFunction does not exist ⓘ
hasProbabilityDensityFunction f(x) = 1 / [π (1 + x^2)] ⓘ
f(x; x0, γ) = 1 / [πγ (1 + ((x - x0)/γ)^2)] ⓘ
hasQuantileFunction Q(p) = x0 + γ tan[π(p - 1/2)] ⓘ
hasScaleParameter 1 ⓘ
γ ⓘ
hasSkewness 0 ⓘ
hasStabilityIndex 1 ⓘ
hasStandardForm standard Cauchy distribution ⓘ
hasSupport (-∞, ∞) ⓘ
hasTailBehavior f(x) ~ 1/(πγ) · 1/x^2 as |x| → ∞ ⓘ
hasVariance undefined ⓘ
isHeavyTailed true ⓘ
isLevyAlphaStable true ⓘ
isSpecialCaseOf Lévy alpha-stable distribution ⓘ
Pearson type VII distribution ⓘ
Student's t-distribution ⓘ
generalized hyperbolic distribution ⓘ
q-Gaussian distribution ⓘ
isStable true ⓘ
isSymmetricAbout x0 ⓘ
isUsedAs example of distribution with undefined mean ⓘ
example of distribution with undefined variance ⓘ
example of pathological behavior in probability theory ⓘ
heavy-tailed prior distribution ⓘ
isUsedIn Bayesian statistics ⓘ
linked to: Bayesian inference

robust statistics ⓘ
namedAfter Augustin-Louis Cauchy ⓘ
requiresScaleParameterCondition γ > 0 ⓘ

How these facts were elicited

Referenced by (7)

Full triples — surface form annotated when it differs from this entity's canonical label.

Augustin-Louis Cauchy → knownFor → Cauchy distribution ⓘ
Augustin-Louis Cauchy → notableFor → Cauchy distribution ⓘ
subject linked to: Augustin-Louis
Cauchy distribution → hasAlternativeName → Lorentz distribution ⓘ
linked to: Cauchy distribution
Cauchy distribution → hasAlternativeName → Breit–Wigner distribution ⓘ
linked to: Cauchy distribution
Tukey's lambda distribution → approximates → Cauchy distribution ⓘ
Student’s t-distribution → relatedDistribution → Cauchy distribution ⓘ
Lévy alpha-stable distribution → generalizes → Cauchy distribution ⓘ