## The Cauchy Distribution

Random: double gsl_ran_cauchy (const gsl_rng * r, double a)
  This function returns a random variate from the Cauchy distribution with scale parameter a. The probability distribution for Cauchy random variates is,

      p(x) dx = {1 \over a\pi (1 + (x/a)^2) } dx

  for x in the range -\infty to +\infty. The Cauchy distribution is also known as the Lorentz distribution.

Function: double gsl_ran_cauchy_pdf (double x, double a)
  This function computes the probability density p(x) at x for a Cauchy distribution with scale parameter a, using the formula given above.