I’m sorry. That is the probability distribution. EE doesn’t change that mathematical fact. The distribution is not “fixed that way”, it is what it is. Now, it’

I’m sorry. That is the probability distribution. EE doesn’t change that mathematical fact. The distribution is not “fixed that way”, it is what it is. Now, it’s of course true that the mean of a finite sample taken from that distribution (which has a HUGE variance) will also have a huge variance. Why would that give a meaning to your talking about “deciding what distribution to use” in EUT, I don’t know.