WuphonsReach / CauchyQuantile

Calculate the Cauchy Quantile (inverse of the Cauchy distribution) for arbitrary x0 and gamma

CauchyQuantile

Calculate the Cauchy Quantile (inverse of the Cauchy distribution) for arbitrary x₀ and gamma (γ, a.k.a. scale parameter).

Q(ρ; x₀,γ) = x₀ + γ tan[π (ρ - 0.5)]

Google Spreadsheet

• See this in action in Google Sheets. There is both an x/y plot and a histogram graph. If you want to adjust the values on the CouchyRandom sheet, use the "File" menu and pick "Make a copy".

References

• https://en.wikipedia.org/wiki/Cauchy_distribution