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6.9 Cauchy Distribution:
A random variable X is said to have a standard Cauchy distribution if its p.d.f is given by
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-∞<x<∞
And X is termed as a standard Cauchy variate
More generally, Cauchy distribution with parameter λ and µ has the following p.d.f.,
, -∞<y<∞ ; λ>0
And we write X~ C(λ,µ)
But putting X =(Y-µ)/λ
6.9.1 Characteristic Function of Cauchy Distribution:
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