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KonstantinosS
Apr28-11, 06:04 AM
I'm trying to calculate the inverse CDF of wrapped Cauchy distribution using Mathematica but it gets me nowhere. Probably i lack all the needed knowledge to do so (still a freshman with no statistics experience so far). Any help would be appreciated.

Thanks,

bpet
May2-11, 12:41 AM
Did you manage to find an expression for the CDF?

Depending on the application you might not need the explicit inverse CDF, e.g. for simulation you could just generate a Cauchy r.v. and take the remainder mod 1.