User:Tameem/Segment (11)

From Computational Statistics (CSE383M and CS395T)
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Problems

To Calculate

1. For the Cauchy distribution (Segment 8, Slide 3), find the inverse function of the CDF.

Solution can be found here:

Media:seg11_p1_tameem.pdf

2. In your favorite programming language, write a function that returns independent Cauchy deviates.

x = numpy.random.rand()
mu = 0
sigma = 1

cauchy_deviate = sigma*math.tan(math.pi*x - (math.pi/2.0)) + mu

print cauchy_deviate
 

Class Activity

Teamed with User:Trettels and Travis

You can refer to Trettels for our work ..