Cauchy distribution
\begin{equation*} \pi_{X}(X) = \frac{1}{\pi\,\gamma \left[1 + \left(\frac{x}{\gamma}\right)^{2}\right]} \end{equation*}with \(\gamma > 0\) the scale parameter.
It can be written as a Normal-InverseGamma Mixture.
with \(\gamma > 0\) the scale parameter.
It can be written as a Normal-InverseGamma Mixture.