cauchy

cauchy distribution is the probability distribution of two normally distributed independent random variable (X/Y) where Y has mean 0. Both mean and variance is undefined for a random variable having  Cauchy probability distribution.
https://en.wikipedia.org/wiki/Cauchy_distribution

The central limit theorem we earlier talked about that has connection with big data sellers claim as their book of truth. Cauchy distribution is a counterexample to all their claim. it has two parameters theta >0 and sigma>0 that determines the distribution density function. Its sample average too is Cauchy with same theta and sigma. Given a large sample N we can get a good guess for theta and sigma considering median of the sample.

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