> the sum of samples from a Lorentzian distribution will again be Lorentzian, no... | Hacker News

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		jordigh on Feb 12, 2015 \| parent \| context \| favorite \| on: An Introduction to the Central Limit Theorem > 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 on Feb 12, 2015 [–]

Physicists like to say Lorentzian (or sometimes Breit-Wigner) instead of Cauchy.

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