- Joined
- Sep 2, 2023
There are probability distributions, such as the Cauchy Distribution, that don't have a mean or average. If you take increasingly large samples and compute the average, it won't converge to anything as shown in the simulation below:
In a seemingly contradictory fashion, there are other probability distributions that also don't have a mean or average yet their sample mean does converge to some number.
In a seemingly contradictory fashion, there are other probability distributions that also don't have a mean or average yet their sample mean does converge to some number.