topic Re: check cauchy distribution in SAS Programming https://communities.sas.com/t5/SAS-Programming/check-cauchy-distribution/m-p/114051#M259220 <HTML><HEAD></HEAD><BODY><P>(For other readers, the RANDMVT function available in SAS/IML. )</P><P></P><P>Yes, the t distribution with 1 DOF is Cauchy.&nbsp; The algorithm used for RANDMVT is from</P><P>S. Kotz and S. Nadarajah (2004), Multivariate t Distributions and their Applications, New York: Cambridge University Press, 1-12.</P><P>See that reference to understand why the algorithm generates a random sample from a t distribution.</P></BODY></HTML> Fri, 19 Apr 2013 19:35:05 GMT Rick_SAS 2013-04-19T19:35:05Z check cauchy distribution https://communities.sas.com/t5/SAS-Programming/check-cauchy-distribution/m-p/114050#M259219 <HTML><HEAD></HEAD><BODY><P>I generalized a multivariate data set from t distribution using sas command&nbsp; RANDMVT(#SAMPLES,DF=1,MEAN,COV).&nbsp; I believe t(1) is cauchy..How can I&nbsp; check my data set has a Cauchy distribution. Thanks in advance.</P></BODY></HTML> Fri, 19 Apr 2013 16:50:37 GMT https://communities.sas.com/t5/SAS-Programming/check-cauchy-distribution/m-p/114050#M259219 bdww 2013-04-19T16:50:37Z Re: check cauchy distribution https://communities.sas.com/t5/SAS-Programming/check-cauchy-distribution/m-p/114051#M259220 <HTML><HEAD></HEAD><BODY><P>(For other readers, the RANDMVT function available in SAS/IML. )</P><P></P><P>Yes, the t distribution with 1 DOF is Cauchy.&nbsp; The algorithm used for RANDMVT is from</P><P>S. Kotz and S. Nadarajah (2004), Multivariate t Distributions and their Applications, New York: Cambridge University Press, 1-12.</P><P>See that reference to understand why the algorithm generates a random sample from a t distribution.</P></BODY></HTML> Fri, 19 Apr 2013 19:35:05 GMT https://communities.sas.com/t5/SAS-Programming/check-cauchy-distribution/m-p/114051#M259220 Rick_SAS 2013-04-19T19:35:05Z Re: check cauchy distribution https://communities.sas.com/t5/SAS-Programming/check-cauchy-distribution/m-p/114052#M259221 <HTML><HEAD></HEAD><BODY><P>Thank you very much Rick !....</P></BODY></HTML> Tue, 23 Apr 2013 14:55:39 GMT https://communities.sas.com/t5/SAS-Programming/check-cauchy-distribution/m-p/114052#M259221 bdww 2013-04-23T14:55:39Z