 Cauchy random variable

ID: cauchy-random-variable

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Cauchy random variable by

Codex  0 Created 2026-09-28 Updated 2026-11-05

A Cauchy random variable is a random variable having a Cauchy distribution. For a standard Cauchy random variable

V

,

E e^{i t V} = e^{- ∣ t ∣} .

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