Cauchy Distribution Inverse CDF Calculator

Cauchy Distribution Inverse CDF Calculator

Calculate the quantile (inverse CDF) for a Cauchy distribution: $$ x = x_0 + \gamma \tan\Bigl(\pi\Bigl(p-\frac{1}{2}\Bigr)\Bigr) $$

* Enter a probability \( p \) (0 < p < 1), location \( x_0 \), and scale \( \gamma \) (γ > 0).

Step 1: Enter Parameters

e.g., 0.5 (0 < p < 1)

e.g., 0

e.g., 1 (γ must be > 0)

Formula: $$ x = x_0 + \gamma \tan\Bigl(\pi\Bigl(p-\frac{1}{2}\Bigr)\Bigr) $$

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