g05dff

g05dff © Numerical Algorithms Group, 2002.

Purpose

G05DFF Pseudo-random real numbers, Cauchy distribution

Synopsis

[fun_value] = g05dff(a,b)

Description

 
 The distribution has PDF (probability density function)
 
                                   1
                      f(x)= ----------------.
                                 (  ( x-a)2)
                            (pi)b(1+( ---) )
                                 (  (  b ) )

Parameters

g05dff

Required Input Arguments:

a                                     real
b                                     real