It is pretty easy to tell a Cauchy or a low k Student's T apart from a Gaussian. Just look at your outliers. One thing a lot of people miss is that a normal d

It is pretty easy to tell a Cauchy or a low k Student's T apart from a Gaussian. Just look at your outliers. One thing a lot of people miss is that a normal distribution with outliers _IS_ a long tail distribution. Too bad inference with long tailed distributions is so hard.