Lorenzian

Lorenzian(mode,scale)

The Lorenzian distribution (also known as Cauchy, Cauchy-Lorenz, Lorenz, and Breit-Wigner) is a continuous bell-shaped distribution having the indicated mode, and with the second parameter specifying the half-width at the half-maximum density.

It has uses in physics, especially in the study of resonance and spectroscopy where it describes the shape of spectral lines that are broadened through various resonances.

The standard form, in which mode=0 and shape=1, is known as the standard Cauchy distribution.

The Lorenz distribution has some unusual mathematical properties that are uncommon among the standard distributions. Its mean, variance and higher moments are all undefined. As a result, the law of large numbers does not apply to samples generated from a Lorenz distribution.

One other property of interest: The ratio of two standard normal random variables follows a standard Cauchy distribution.

Library

Distribution Variations.ana