Longtail transforms RV from the given empirical distribution to the standard normal distribution
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Updated
Oct 1, 2018 - Python
Longtail transforms RV from the given empirical distribution to the standard normal distribution
C Programming Solutions for Real Analysis and Numerical Analysis Problems
An efficient truncated cauchy sampling method ported from MATLAB.
Maximum likelihood estimation (MLE) of the location parameter of the Cauchy (Lorentzian) distribution.
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