User:BRichtigen/Cauchy distribution

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Generating Cauchy distributed random numbers

Imagine a two-headed arrow circling in a vertical plane around its center, which is fixed on a pole of length 1m. Almost always, one head will point to a line at the bottom of the pole. Measure the distances in one direction as positive, and in the other as negative. If you stop the arrow, it points to a real number. Stopping the arrow randomly yields a random number. This random number will follow the standard Cauchy distribution.

Alternatively: if U is a uniformly distributed random variable on [0, 2 π], then tan(U) is standard Cauchy distributed.