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Image: Mean estimator consistency

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Description: If you sample from a Cauchy distribution, the probability to get a value very far on the tails is so high that more data won't ever give you a better estimate of its mean.
Title: Mean estimator consistency
Credit: https://twitter.com/j_bertolotti/status/1303999888137613312
Author: Jacopo Bertolotti
Permission: https://twitter.com/j_bertolotti/status/1030470604418428929
Usage Terms: Creative Commons Zero, Public Domain Dedication
License: CC0
License Link: http://creativecommons.org/publicdomain/zero/1.0/deed.en
Attribution Required?: No

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