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This makes me think of the Cauchy distribution, a probability distribution whose average follows the distribution itself rather than converging (hence, the dist
by plus 2mo ago
This makes me think of the Cauchy distribution, a probability distribution whose average follows the distribution itself rather than converging (hence, the distribution has no "mean" despite being symmetric). Is there any connection here, or is that just a coincidental similarity?
- spider-mario 2mo agoAt the same time, though, it doesn’t mean you can’t infer the location parameter of a Cauchy distribution with more and more precision as you receive more samples. It just means that averaging the samples is not the way to do it.