IDAX.QCAUCHY_H - High-tail inverse Cauchy distribution

Given that the peak location and the interquartile range are specified, the QCAUCHY_H function returns the value x of a variable that follows the Cauchy distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QCAUCHY_H(DOUBLE percentage, double location, double
scale)

Parameter descriptions

percentage
Mandatory.
The requested limit of the percentage.
If percentage is not in the range of 0 - 1, QCAUCHY_H(percentage,location,scale) is null for all location values and scale values.
Min: 0.00000000001
Max: 0.99999999999
Data type: DOUBLE
location
Mandatory.
The location of the peak of the Cauchy distribution.
Data type: DOUBLE
scale
Mandatory.
A value that corresponds to half of the interquartile range.

The interquartile range measures variability based on dividing a data set into quartiles.

Smaller values result in a narrower peak.

If scale is 0 or less, QCAUCHY_H(perc,location,scale) is null for all perc values and location values.
Min: 0.00000000001
Data type: DOUBLE

QCAUCHY_H(perc,location,scale)=QCAUCHY(1-perc,location,scale) for all location values, for scale values greater than 0, and for perc values in the range of 0 - 1.

If PCAUCHY_H(x,location,scale)=perc, QCAUCHY_H(perc,location,scale)=x.

Returned information

DOUBLE the point x where PCAUCHY_H(x,location,scale)=percentage.