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How to draw random number from a Cauchy Distribution

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Atinesh Singh
Atinesh Singh el 17 de Abr. de 2017
Respondida: Roger Stafford el 17 de Abr. de 2017
I know random number can be drawn from a Normal Distribution as follows
normrnd(mu, sd)
where mu=mean and sd=standard deviation
But how can we draw a random number from Cauchy Distribution with given mu (location parameter) and sigma (scale parameter) as there is no built-in function available. For more information about Cauchy Distribution see this

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Roger Stafford
Roger Stafford el 17 de Abr. de 2017
To generate N random values of x with a Cauchy distribution where b is the half width at the half maximum density level and m is the statistical median:
x = m+b*tan(pi*(rand(N,1)-1/2));

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