distribution) given by \[f(x) = \frac{1}{\pi} \left[\frac{1}{(1 + {x^2})}\right]; \;\:\:-\infty < x < \infty \] or \[f(x) \propto \frac{1}{{(1 + {x^2})}}\] We can use a normal distribution for the proposal distribution. The MATLAB code for Metropolis-Hasting algorithm is as follow. n = 10000; sig = 2; x = zeros(1,n); x(1)=normrnd(0,sig); cauchy