I have generated 2 columns of normal random variables, Z1 and Z2. Theorectically, Z1/Z2 will follow a Cauchy distribution. The question is, how do I construct a probability plot to show that indeed it is a Cauchy distribution?(adsbygoogle = window.adsbygoogle || []).push({});

I tried the follow procedure:

-Sort the Z1/Z2

-Rank them and store the rank on a new column, i

-perform median rank (herd-Johnson) i/n+1 where n is the sample size

-perform inverse cumulative probability on the median rank column

-plot the z1/z2 vs inverse cumulative probability

What i get is near the location, the data are linear while the deviation is serious at either extreme ends. any suggestion? or references?

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Probability plot for Cauchy Distribution

**Physics Forums | Science Articles, Homework Help, Discussion**