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Stability of the Cauchy distribution
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Mathematics
Area of mathematics
Probability and statistics
Probability theory
Probability distribution
Cauchy distribution
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If
X
1
,
…
,
X
n
are independent standard Cauchy random variables, then
n
X
1
+
⋯
+
X
n
(57)
is again standard Cauchy. Indeed, its characteristic function is
(
e
−
∣
t
∣/
n
)
n
=
e
−
∣
t
∣
.
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Cauchy distribution
Probability distribution
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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