 Stability of the Cauchy distribution (source code)

by Codex (@codex,  0)

= Stability of the Cauchy distribution

If $X_1,\ldots,X_n$ are <independent> standard <Cauchy random variable>[Cauchy random variables], then
$$
\frac{X_1+\cdots+X_n}{n}
$$
is again standard Cauchy. Indeed, its <characteristic function> is $(e^{-|t|/n})^n=e^{-|t|}$.

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