Inverse Cauchy distribution

This tool calculates the Inverse of Cauchy Cumulative Distribution Function.

inverse-distribution


s > 0


Inverse Cauchy Distribution formulas

X : a random variable following a Cauchy distribution
t : location parameter
s : scale parameter (s > 0)

The inverse of the cumulative distribution function F(x) is also called the 'quantile function', denoted Q(x). We have,

`F(x) = 1/(pi*s*(1+((x-t)/s)^2))`

which inverse function is,

`Q(x) = F^(-1)(x) = 1/pi*arctan((x-t)/s)+1/2`

See also

Cauchy distribution Probabilities
Cauchy distribution Chart
Statistics Calculators