[交流] 如何生成多为柯西分布的随机数

x=atan(rand(1)*pi-pi/2)

5楼: Originally posted by Mr__Right at 2016-08-15 16:58:29
楼主的分布密度函数并不是Cauchy分布；如果问的的确是Cauchy分布，那么一维情况下参数为a,b时的概率密度函数

\dfrac{1}{\pi\,b\left(\dfrac{(x-a)^2}{b^2}+1\right)}

二维情况下参数a_1,b_1;\quad a_2,b_2时, ...

2楼: Originally posted by FMStation at 2016-08-15 13:06:55
https://www.mathworks.com/matlabcentral/newsreader/view_thread/20751

r = rand(1);
x=atan(rand(1)*pi-pi/2)