CauchyDistribution Class

public sealed class CauchyDistribution : ContinuousDistribution

Public NotInheritable Class CauchyDistribution
	Inherits ContinuousDistribution

public ref class CauchyDistribution sealed : public ContinuousDistribution

[<SealedAttribute>]
type CauchyDistribution = 
    class
        inherit ContinuousDistribution
    end

Inheritance

Object    UnivariateDistribution    ContinuousDistribution    CauchyDistribution

In physical applications, the Cauchy distribution is usually called a Lorentz distribution. It models the shape of a spectral line.

The ratio of two normally distributed quantities has a Cauchy distribution.

The Cauchy distribution has "fat tails". In fact, it falls off at the minimum possible rate consistent with having a convergent probability integral. For this same reason, none of its moments (above the zeroth) are defined.

Reference

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