Tagged Questions
3
votes
1answer
120 views
Expectation of CauchyDistribution
I've noticed this strange behavior and I'm wondering if it's a bug.
I define a Cauchy distribution:
c = CauchyDistribution[0, 1];
If I evaluate ...
13
votes
1answer
288 views
RandomVariate returns values outside the support of a PDF
Let $X$ be a random variable with pdf:
dist = ProbabilityDistribution[1/(Abs[x]*Log[Abs[x]]^2), {x, -E^-2, E^-2}]
Here are some pseudo-random drawings from it:
...
12
votes
1answer
386 views
How to compute the inverse CDF properly?
I want to compute the CDF and inverse CDF of the hyperbolic distribution:
α = 2; β = 3/2;
x = -3;
u = N[CDF[HyperbolicDistribution[α, β, 1, 0], x], 30]
The ...
