Cauchy Distribution
   HOME
*



picture info

Cauchy Distribution
The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution. It is also known, especially among physicists, as the Lorentz distribution (after Hendrik Lorentz), Cauchy–Lorentz distribution, Lorentz(ian) function, or Breit–Wigner distribution. The Cauchy distribution f(x; x_0,\gamma) is the distribution of the -intercept of a ray issuing from (x_0,\gamma) with a uniformly distributed angle. It is also the distribution of the ratio of two independent normally distributed random variables with mean zero. The Cauchy distribution is often used in statistics as the canonical example of a " pathological" distribution since both its expected value and its variance are undefined (but see below). The Cauchy distribution does not have finite moments of order greater than or equal to one; only fractional absolute moments exist., Chapter 16. The Cauchy distribution has no moment generating function. In mathematics, it is closely related to the ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Cauchy Pdf
Baron Augustin-Louis Cauchy (, ; ; 21 August 178923 May 1857) was a French mathematician, engineer, and physicist who made pioneering contributions to several branches of mathematics, including mathematical analysis and continuum mechanics. He was one of the first to state and rigorously prove theorems of calculus, rejecting the heuristic principle of the generality of algebra of earlier authors. He almost singlehandedly founded complex analysis and the study of permutation groups in abstract algebra. A profound mathematician, Cauchy had a great influence over his contemporaries and successors; Hans Freudenthal stated: "More concepts and theorems have been named for Cauchy than for any other mathematician (in elasticity alone there are sixteen concepts and theorems named for Cauchy)." Cauchy was a prolific writer; he wrote approximately eight hundred research articles and five complete textbooks on a variety of topics in the fields of mathematics and mathematical physics. Biogra ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting poin ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Pierre-Simon Laplace
Pierre-Simon, marquis de Laplace (; ; 23 March 1749 – 5 March 1827) was a French scholar and polymath whose work was important to the development of engineering, mathematics, statistics, physics, astronomy, and philosophy. He summarized and extended the work of his predecessors in his five-volume Traité de mécanique céleste, ''Mécanique céleste'' (''Celestial Mechanics'') (1799–1825). This work translated the geometric study of classical mechanics to one based on calculus, opening up a broader range of problems. In statistics, the Bayesian probability, Bayesian interpretation of probability was developed mainly by Laplace. Laplace formulated Laplace's equation, and pioneered the Laplace transform which appears in many branches of mathematical physics, a field that he took a leading role in forming. The Laplace operator, Laplacian differential operator, widely used in mathematics, is also named after him. He restated and developed the nebular hypothesis of the origi ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Siméon Denis Poisson
Baron Siméon Denis Poisson FRS FRSE (; 21 June 1781 – 25 April 1840) was a French mathematician and physicist who worked on statistics, complex analysis, partial differential equations, the calculus of variations, analytical mechanics, electricity and magnetism, thermodynamics, elasticity, and fluid mechanics. Moreover, he predicted the Poisson spot in his attempt to disprove the wave theory of Augustin-Jean Fresnel, which was later confirmed. Biography Poisson was born in Pithiviers, Loiret district in France, the son of Siméon Poisson, an officer in the French army. In 1798, he entered the École Polytechnique in Paris as first in his year, and immediately began to attract the notice of the professors of the school, who left him free to make his own decisions as to what he would study. In his final year of study, less than two years after his entry, he published two memoirs, one on Étienne Bézout's method of elimination, the other on the number of integrals of a finit ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Maria Gaetana Agnesi
Maria Gaetana Agnesi ( , , ; 16 May 1718 – 9 January 1799) was an Italian mathematician, philosopher, theologian, and humanitarian. She was the first woman to write a mathematics handbook and the first woman appointed as a mathematics professor at a university. She is credited with writing the first book discussing both differential and integral calculus and was a member of the faculty at the University of Bologna, although she never served. She devoted the last four decades of her life to studying theology (especially patristics) and to charitable work and serving the poor. She was a devout Catholic and wrote extensively on the marriage between intellectual pursuit and mystical contemplation, most notably in her essay ''Il cielo mistico'' (The Mystic Heaven). She saw the rational contemplation of God as a complement to prayer and contemplation of the life, death and resurrection of Jesus Christ. Maria Teresa Agnesi Pinottini, clavicembalist and composer, was her si ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Witch Of Agnesi
In mathematics, the witch of Agnesi () is a cubic plane curve defined from two diametrically opposite points of a circle. It gets its name from Italian mathematician Maria Gaetana Agnesi, and from a mistranslation of an Italian word for a sailing sheet. Before Agnesi, the same curve was studied by Fermat, Grandi, and Newton. The graph of the derivative of the arctangent function forms an example of the witch of Agnesi. As the probability density function of the Cauchy distribution, the witch of Agnesi has applications in probability theory. It also gives rise to Runge's phenomenon in the approximation of functions by polynomials, has been used to approximate the energy distribution of spectral lines, and models the shape of hills. The witch is tangent to its defining circle at one of the two defining points, and asymptotic to the tangent line to the circle at the other point. It has a unique vertex (a point of extreme curvature) at the point of tangency with its def ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Pierre De Fermat
Pierre de Fermat (; between 31 October and 6 December 1607 – 12 January 1665) was a French mathematician who is given credit for early developments that led to infinitesimal calculus, including his technique of adequality. In particular, he is recognized for his discovery of an original method of finding the greatest and the smallest ordinates of curved lines, which is analogous to that of differential calculus, then unknown, and his research into number theory. He made notable contributions to analytic geometry, probability, and optics. He is best known for his Fermat's principle for light propagation and his Fermat's Last Theorem in number theory, which he described in a note at the margin of a copy of Diophantus' ''Arithmetica''. He was also a lawyer at the '' Parlement'' of Toulouse, France. Biography Fermat was born in 1607 in Beaumont-de-Lomagne, France—the late 15th-century mansion where Fermat was born is now a museum. He was from Gascony, where his father, Do ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Mean Estimator Consistency
There are several kinds of mean in mathematics, especially in statistics. Each mean serves to summarize a given group of data, often to better understand the overall value (magnitude and sign) of a given data set. For a data set, the ''arithmetic mean'', also known as "arithmetic average", is a measure of central tendency of a finite set of numbers: specifically, the sum of the values divided by the number of values. The arithmetic mean of a set of numbers ''x''1, ''x''2, ..., x''n'' is typically denoted using an overhead bar, \bar. If the data set were based on a series of observations obtained by sampling from a statistical population, the arithmetic mean is the ''sample mean'' (\bar) to distinguish it from the mean, or expected value, of the underlying distribution, the ''population mean'' (denoted \mu or \mu_x).Underhill, L.G.; Bradfield d. (1998) ''Introstat'', Juta and Company Ltd.p. 181/ref> Outside probability and statistics, a wide range of other notions of mean are o ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Lévy Distribution
In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a non-negative random variable. In spectroscopy, this distribution, with frequency as the dependent variable, is known as a van der Waals profile."van der Waals profile" appears with lowercase "van" in almost all sources, such as: ''Statistical mechanics of the liquid surface'' by Clive Anthony Croxton, 1980, A Wiley-Interscience publication, , and in ''Journal of technical physics'', Volume 36, by Instytut Podstawowych Problemów Techniki (Polska Akademia Nauk), publisher: Państwowe Wydawn. Naukowe., 1995/ref> It is a special case of the inverse-gamma distribution. It is a stable distribution. Definition The probability density function of the Lévy distribution over the domain x\ge \mu is :f(x;\mu,c)=\sqrt~~\frac where \mu is the location parameter and c is the scale parameter. The cumulative distribution function is :F(x;\mu,c)=1 - \textrm\ ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Normal Distribution
In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is : f(x) = \frac e^ The parameter \mu is the mean or expectation of the distribution (and also its median and mode), while the parameter \sigma is its standard deviation. The variance of the distribution is \sigma^2. A random variable with a Gaussian distribution is said to be normally distributed, and is called a normal deviate. Normal distributions are important in statistics and are often used in the natural and social sciences to represent real-valued random variables whose distributions are not known. Their importance is partly due to the central limit theorem. It states that, under some conditions, the average of many samples (observations) of a random variable with finite mean and variance is itself a random variable—whose distribution converges to a normal dist ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Stable Distribution
In probability theory, a distribution is said to be stable if a linear combination of two independent random variables with this distribution has the same distribution, up to location and scale parameters. A random variable is said to be stable if its distribution is stable. The stable distribution family is also sometimes referred to as the Lévy alpha-stable distribution, after Paul Lévy, the first mathematician to have studied it.B. Mandelbrot, The Pareto–Lévy Law and the Distribution of Income, International Economic Review 1960 https://www.jstor.org/stable/2525289 Of the four parameters defining the family, most attention has been focused on the stability parameter, \alpha (see panel). Stable distributions have 0 < \alpha \leq 2, with the upper bound corresponding to the , and \alpha=1 to the ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Upper Half-plane
In mathematics, the upper half-plane, \,\mathcal\,, is the set of points in the Cartesian plane with > 0. Complex plane Mathematicians sometimes identify the Cartesian plane with the complex plane, and then the upper half-plane corresponds to the set of complex numbers with positive imaginary part: :\mathcal \equiv \ ~. The term arises from a common visualization of the complex number as the point in the plane endowed with Cartesian coordinates. When the  axis is oriented vertically, the "upper half-plane" corresponds to the region above the  axis and thus complex numbers for which  > 0. It is the domain of many functions of interest in complex analysis, especially modular forms. The lower half-plane, defined by   0. Proposition: Let ''A'' and ''B'' be semicircles in the upper half-plane with centers on the boundary. Then there is an affine mapping that takes ''A'' to ''B''. :Proof: First shift the center of ''A'' to (0,0). Then take λ = ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]