cdfcau: Cumulative Distribution Function of the Cauchy Distribution
Description
This function computes the cumulative probability or nonexceedance probability of the Cauchy distribution given parameters (\(\xi\) and \(\alpha\)) computed by parcau. The cumulative distribution function is
$$F(x) = \frac{\arctan(Y)}{\pi}+0.5 \mbox{,}$$
where \(Y\) is
$$Y = \frac{x - \xi}{\alpha}\mbox{, and}$$
where \(F(x)\) is the nonexceedance probability for quantile \(x\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter.
Usage
cdfcau(x, para)
Value
Nonexceedance probability (\(F\)) for \(x\).
Arguments
x
A real value vector.
para
The parameters from parcau or vec2par.
Author
W.H. Asquith
References
Elamir, E.A.H., and Seheult, A.H., 2003, Trimmed L-moments: Computational Statistics
and Data Analysis, v. 43, pp. 299--314.
Gilchrist, W.G., 2000, Statistical modeling with quantile functions:
Chapman and Hall/CRC, Boca Raton, FL.