Cauchy random variable
= Cauchy random variable
{c}
A Cauchy <random variable> is a <random variable> having a <Cauchy distribution>. For a standard Cauchy <random variable> $V$,
$$
\mathbb E e^{itV}=e^{-|t|}.
$$
= Cauchy random variable
{c}
A Cauchy <random variable> is a <random variable> having a <Cauchy distribution>. For a standard Cauchy <random variable> $V$,
$$
\mathbb E e^{itV}=e^{-|t|}.
$$