standard_cauchy

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standard_cauchy#

class brainstate.random.standard_cauchy(size=None, key=None, dtype=None)#

Draw samples from a standard Cauchy distribution with mode = 0.

Also known as the Lorentz distribution.

Parameters:

  • size (int | Sequence[int] | integer | Sequence[integer] | None) – Output shape. If the given shape is, e.g., (m, n, k), then m * n * k samples are drawn. Default is None, in which case a single value is returned.

  • key (int | Array | ndarray | None) – The key for the random number generator. If not given, the default random number generator is used.

Returns:

samples – The drawn samples.

Return type:

ndarray or scalar

Notes

The probability density function for the full Cauchy distribution is

\[P(x; x_0, \gamma) = \frac{1}{\pi \gamma \bigl[ 1+ (\frac{x-x_0}{\gamma})^2 \bigr] }\]

and the Standard Cauchy distribution just sets \(x_0=0\) and \(\gamma=1\)

The Cauchy distribution arises in the solution to the driven harmonic oscillator problem, and also describes spectral line broadening. It also describes the distribution of values at which a line tilted at a random angle will cut the x axis.

When studying hypothesis tests that assume normality, seeing how the tests perform on data from a Cauchy distribution is a good indicator of their sensitivity to a heavy-tailed distribution, since the Cauchy looks very much like a Gaussian distribution, but with heavier tails.

References

Examples

Draw samples and plot the distribution:

>>> import matplotlib.pyplot as plt  # noqa
>>> s = brainstate.random.standard_cauchy(1000000)
>>> s = s[(s>-25) & (s<25)]  # truncate distribution so it plots well
>>> plt.hist(s, bins=100)
>>> plt.show()
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