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Generate Cauchy Random Numbers Using Student's t

This example shows how to use the Student's t distribution to generate random numbers from a standard Cauchy distribution.

Step 1. Generate a vector of random numbers.

Generate a column vector containing 10 random numbers from a standard Cauchy distribution, which has a location parameter mu = 0 and scale parameter sigma = 1. Use trnd with degrees of freedom V = 1.

rng('default');  % For reproducibility
r = trnd(1,10,1)
r =

    0.2678
    1.6547
   -0.9396
    1.7322
    0.1810
   -1.3351
   -1.1529
    1.2466
    2.4647
    5.8874

Step 2. Generate a matrix of random numbers.

Generate a 5-by-5 matrix of random numbers from a standard Cauchy distribution.

r = trnd(1,5,5)
r =

   -0.7133   -0.0308   -4.7003    2.5949   -1.0194
   -0.2579   -0.2820    0.2210   -0.5767    0.1394
    0.5966    0.9806   -1.9818    3.4180    2.1367
    2.4791   12.6472   -2.2442   -0.1092    2.9031
   -1.3137    1.0985   -0.0066   10.9506    1.8792

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