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What are the uses of the Cauchy distribution?

The Cauchy distribution is often used in statistics as the canonical example of a "pathological" distribution since both its expected value and its variance are undefined.

What does Cauchy distribution mean?

The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution. It is also known, especially among physicists, as the Lorentz distribution (after Hendrik Lorentz), Cauchy–Lorentz distribution, Lorentz(ian) function, or Breit–Wigner distribution.

Why does the Cauchy distribution have no mean?

The Cauchy distribution is one such example, sometimes referred to as a pathological example. The reason for this is that although this distribution is well defined and has a connection to a physical phenomenon, the distribution does not have a mean or a variance. Indeed, this random variable does not possess a moment generating function.

What does Cauchy mean?

Freebase(0.00 / 0 votes)Rate this definition: Cauchy. Cauchy is a small lunar impact crater on the eastern Mare Tranquillitatis. It is circular and symmetric, with a small interior floor at the midpoint of the sloping inner walls.

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