Capricious comes from from the Italian word capriccio "whim," originally "a shivering," to the French word capricieux  "whim," to the English in the late 16th century. 

The earliest known use of the adjective capricious is in the late 1500s. OED's earliest evidence for capricious is from 1594, in a translation by Richard Carew, antiquary and poet.  

Examples of capricious in a sentence: 

• "The court ruled that the punishment was arbitrary and capricious".
• "The capricious nature of the disease made that hard".
• "The Union accused him of being capricious and undemocratic".
• "Such capricious investing behavior often ends in tears".
• "We have had very capricious weather lately".
• "The capricious stock market made it difficult for investors to plan their finances".
• "The rules were enforced capriciously".
• "She was capriciously fired after only two days on the job".

For some reason I've always associated the word capricious with the Italian Isle of Capri (Isola di capri) where I have always suspected that the locals and tourists are very capricious in their behaviour. I have discovered that there is another Isle of Capri on the Gold Coast, Queensland where I'm sure the locals may behave capriciously.