cauchy-distribution

Longtail transforms RV from the given empirical distribution to the standard normal distribution

C Programming Solutions for Real Analysis and Numerical Analysis Problems

Interactive demo of a distribution that defeats the Law of Large Numbers: the running mean of Cauchy samples never converges while the running median locks on. React, TypeScript, canvas, seeded simulations.

Maximum likelihood estimation (MLE) of the location parameter of the Cauchy (Lorentzian) distribution.

An efficient truncated cauchy sampling method ported from MATLAB.

Identifiability via Sparsity for CAuchy causal variables (ISCA)