Wrapped Cauchy distribution
From Wikipedia, the free encyclopedia
In probability theory and directional statistics, a wrapped Cauchy distribution is a wrapped probability distribution that results from the "wrapping" of the Cauchy distribution around the unit circle. The Cauchy distribution is sometimes known as a Lorentzian distribution, and the wrapped Cauchy distribution may sometimes be referred to as a wrapped Lorentzian distribution.
Quick Facts Parameters, Support ...
Probability density function The support is chosen to be [-π,π) | |||
Cumulative distribution function The support is chosen to be [-π,π) | |||
Parameters |
Real | ||
---|---|---|---|
Support | |||
CDF | |||
Mean | (circular) | ||
Variance | (circular) | ||
Entropy | (differential) | ||
CF |
Close
The wrapped Cauchy distribution is often found in the field of spectroscopy where it is used to analyze diffraction patterns (e.g. see Fabry–Pérot interferometer).