A bell-shaped curve, similar to a normal distribution. However, tails approach zero less quickly than do those of the normal distribution and the mean and standard deviation of the Cauchy distribution are undefined. The Cauchy distribution is also known as the Lorentz or Breit-Wigner distribution.
Cauchy distribution |
Normal distribution |
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The Cauchy distribution is defined by its location and scale parameters.
You can use the Cauchy distribution to see how well hypothesis tests that assume normality behave when data are from a different distribution. You can also use the Cauchy distribution to test how well robust techniques work under a variety of distributional assumptions. The Cauchy distribution is widely used in physics. For example, the Cauchy distribution describes resonance behavior, such as the swing of a pendulum.