NOTE: there is a mistake in the video when z is parameterised over Gamma_1 and Gamma_2. Please see the pinned comment below for details. SUPPORT ME ON PATREON! Click here: --- In this video, we'll evaluate the characteristic function of the Cauchy distribution, i.e. the integral of e^(itx)/(1 + x^2) along the real line, using the method of contour integration. We'll consider the integral in three separate cases and use two different (but similar) contours to evaluate the integral for t positive and t negative. Like us on Facebook: Follow us on Twitter: Google+: Video URL: Channel URL: