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Cauchy Distribution¶
f(x)=1π(1+x2)F(x)=12+1πtan−1xG(α)=tan(πα−π2)md=0mn=0
No finite moments. This is the t distribution with one degree of freedom.
h[X]=log(4π)≈2.5310242469692907930.
Implementation: scipy.stats.cauchy