g05sc generates a vector of pseudorandom numbers from a Cauchy distribution with median and semi-interquartile range .
Public Shared Sub g05sc ( _ n As Integer, _ xmed As Double, _ semiqr As Double, _ g05state As G05..::..G05State, _ x As Double(), _ <OutAttribute> ByRef ifail As Integer _ )
public: static void g05sc( int n, double xmed, double semiqr, G05..::..G05State^ g05state, array<double>^ x, [OutAttribute] int% ifail )
- Type: System..::..Int32On entry: , the number of pseudorandom numbers to be generated.Constraint: .
- Type: System..::..DoubleOn entry: , the median of the distribution.
- Type: System..::..DoubleOn entry: , the semi-interquartile range of the distribution.Constraint: .
- Type: array<System..::..Double>()An array of size [n]On exit: the pseudorandom numbers from the specified Cauchy distribution.
The distribution has PDF (probability density function)
g05sc returns the value
where and are a pair of consecutive pseudorandom numbers from a uniform distribution over , such that
One of the initialization methods (G05KFF not in this release) (for a repeatable sequence if computed sequentially) or (G05KGF not in this release) (for a non-repeatable sequence) must be called prior to the first call to g05sc.
Kendall M G and Stuart A (1969) The Advanced Theory of Statistics (Volume 1) (3rd Edition) Griffin
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
Errors or warnings detected by the method:
- On entry, .
- On entry, .
On entry, state vector was not initialized or has been corrupted.