1. For the Cauchy distribution (Segment 8, Slide 3), find the inverse function of the CDF.
Solution can be found here:
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
You can refer to Trettels for our work ..