(Last Updated On: March 16, 2016)

Is Cauchy distribution better than Normal with probability to forecast fat tail events?

Someone on my Facebook noted this so thanks to then:

http://www.cmap.polytechnique.fr/~touzi/Poly-MAP552.pdf
http://www.mit.edu/~9.520/spring08/Classes/mathcamp02.pdf

This is what was said:

https://en.wikipedia.org/wiki/Ratio_distribution

A ratio distribution (or quotient distribution) is a probability distribution constructed as the distribution of the ratio of random variables having two other known distributions.

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