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Exploring the Statistical Properties of Outputs from a Pr...
Taki Kirouani · 2024-07-12 · via math.ST updates on arXiv.org

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its distribution. Through rigorous mathematical proof, we demonstrate that the probability density function follows a Cauchy distribution. Additionally, a new method to generate a uniform distribution is proposed. To further confirm our findings, we employed statistical tests, including the Kolmogorov-Smirnov test and Anderson-Darling test, which showed high p-values. Furthermore, we show that the distribution of the distance between two successive outputs can be obtained through a transformation method applied to the Cauchy distribution.