The distribution has PDF (probability density function)
nag_rand_cauchy (g05scc) returns the value
where
and
are a pair of consecutive pseudorandom numbers from a uniform distribution over
, such that
One of the initialization functions
nag_rand_init_repeatable (g05kfc) (for a repeatable sequence if computed sequentially) or
nag_rand_init_nonrepeatable (g05kgc) (for a non-repeatable sequence) must be called prior to the first call to
nag_rand_cauchy (g05scc).
Not applicable.
Please consult the
x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
None.
This example prints the first five pseudorandom real numbers from a Cauchy distribution with median
and semi-interquartile range
, generated by a single call to
nag_rand_cauchy (g05scc), after initialization by
nag_rand_init_repeatable (g05kfc).
None.