brede_pdf_cauchy

 brede_pdf_cauchy     - PDF of multivariate Cauchy-distribution

       function p = brede_pdf_cauchy(t, my, Sigma); 

       Input:  t      Cauchy values
               my     Mean value (Optional, default=0) 
               Sigma  Covariance (Optional, default=1)

       Output: p      Probability density value

       This function computes the probability density function for
       the multivariate Cauchy-distribution.

       Ref: Mardia, 1979, p57, exercise 2.6.5

       See also BREDE, BREDE_PDF_CHI2, BREDE_PDF_T, BREDE_LOC_VOL.

 $Id: brede_pdf_cauchy.m,v 1.3 2007/07/12 14:32:26 fn Exp $