Kay,
> The Wikipedia's "error propagation" article in its "Caveats
> and Warnings" paragraph calls this a Cauchy distribution.
And that sounds strange to me. p.d.f. of the Cauchy distribution is
non-zero for any finite argument, whereas the p.d.f. for the "inverse
Gaussian" must tend to zero at
Dear all,
just to show what I mean where the problem is: I've produced 1 million
Gaussian random numbers with a mean of 1 and a standard deviation of 1.
I attach a plot showing both the Gaussian itself, and the distribution
of the numbers obtained by taking the inverse. The latter looks quite
non-
