概述
柯西分布是一个数学期望不存在的连续型概率分布。当随机变量X满足它的概率密度函数时,称X服从柯西分布。
The Cauchy Distribution
Description
Density, distribution function, quantile function and random generation for the Cauchy distribution with location parameter location
and scale parameter scale
.
Usage
dcauchy(x, location = 0, scale = 1, log = FALSE) pcauchy(q, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE) qcauchy(p, location = 0, scale = 1, lower.tail = TRUE, log.p = FALSE) rcauchy(n, location = 0, scale = 1)
Arguments
x, q | vector of quantiles. |
p | vector of probabilities. |
n | number of observations. If |
location, scale | location and scale parameters. |
log, log.p | logical; if TRUE, probabilities p are given as log(p). |
lower.tail | logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x]. |
####柯西(cauchy)分布
# 1.柯西分布中抽样函数rcauchy
# location:x0; scale:gamma
n = 100
rate <- 1
rcauchy(n, location = 0, scale = 1)
# 2.柯西分布概率密度函数
x <- seq(0,10,0.1)
y <- dcauchy(x)
plot(x,y)
# 3.柯西分布累积概率
x <- seq(1,20,0.1)
plot(x,dcauchy(x,location = 0, scale = 2))
# P[X ≤ x]
pcauchy(1)
# P[X > x]
pcauchy(1,lower.tail = FALSE)
# probabilities p are given as log(p).
pcauchy(1,log.p = TRUE)
# 4.qcauchy函数(pcauchy的反函数)
# 累积概率为0.95时的x值
# x <- seq(-10,10,0.1)
# plot(x,pcauchy(x,location = 0, scale = 1))
qcauchy(0.95, location = 0, scale = 1)
qcauchy(0.995, location = 0, scale = 1)
最后
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