I was said to find lambda:

I have no idea about that. What is that and how to find? I know that it's 1/pi but don't know how and why.

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- Oct 27th 2008, 10:55 AMtotalnewbieCauchy distribution
I was said to find lambda:

I have no idea about that. What is that and how to find? I know that it's 1/pi but don't know how and why. - Oct 27th 2008, 11:23 AMPeritus
$\displaystyle \lambda $ is the normalization coefficient of the probability density function it's there to make sure that the p.d.f. is legal: The total integral of the p.d.f. must equal 1, which means that the sum of the probabilities that the r.v. is in some interval equals 1.

$\displaystyle

\int\limits_{ - \infty }^\infty {\frac{\lambda }

{{1 + \left( {x - a} \right)^2 }}dx = 1}

$

Probability density function - Wikipedia, the free encyclopedia