View Full Version : Inverse CDF of wrapped Cauchy
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,
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.
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