Thursday, December 29, 2005

Fun with the Cauchy Distribution

The probability distribution with undefined mean and infinite variance. It can be physically generated by a random angle pendulum, sampling the tangent function. Is it real life, where the outliers dominate so much that the central limit theorem does not hold? Do the height of the peaks of the Riemann zeta function along the critical line follow this distribution? The size of the deltas of the stock market?

Index of /~kenta/three/cauchy

1 comment :

Anonymous said...

hi, can u tell me where can i find a treatment of the random angle pendulum thanks