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> the sum of samples from a Lorentzian distribution will again be Lorentzian, not Gaussian Lorentzian? I had to look that up. Oh. Cauchy distribution. Right, b
by jordigh 12y ago
> the sum of samples from a Lorentzian distribution will again be Lorentzian, not Gaussian
Lorentzian? I had to look that up. Oh. Cauchy distribution. Right, because it doesn't have any finite moments, because the tails are too heavy.
- cozzyd 12y agoPhysicists like to say Lorentzian (or sometimes Breit-Wigner) instead of Cauchy.