Comment by Buttons840 | Hacker News Reader

Comment by Buttons840 | Hacker News Reader

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I haven't read the article, but my understanding is that a normal curve results from summing several samples from most common probability distributions, and also a normal curve results from summing many normal curves.

All summation roads lead to normal curves. (There might be an exception for weird probability distributions that do not have a mean; I was surprised when I learned these exist.)

Life is full of sums. Height? That's a sum of genetics and nutrition, and both of those can be broken down into other sums. How long the treads last on a tire? That's a sum of all the times the tire has been driven, and all of those times driving are just sums of every turn and acceleration.

I'm not a data scientist. I'm just a programmer that works with piles of poorly designed business logic.

How did I do in my interview? (I am looking for a job.)

Say I have N independent and identically distributed random variables with finite mean. Assuming the sum converges to a distribution, what is the distribution they converge to?

A normal distribution.

Levy stable [0].

If I had made the extra condition that the random variables had finite variance, you'd be correct. Without the finite variance condition, the distribution is Levy stable.

Levy stable distributions can have finite mean but infinite variance. They can also have infinite mean and infinite variance. Only in the finite mean and finite variance case does it imply a Gaussian.

Levy stable distributions are also called "fat-tailed", "heavy-tailed" or "power law" distributions. In some sense, Levy stable distributions are more normal than the normal distribution. It might be tempting to dismiss the infinite variance condition but, practically, this just means you get larger and larger numbers as you draw from the distribution.

This was one of Mandelbrot's main positions, that power laws were much more common than previously thought and should be adopted much more readily.

As an aside, if you do ever get asked this in an interview, don't expect to get the job if you answer correctly.

[0] https://en.wikipedia.org/wiki/L%C3%A9vy_distribution

> How did I do in my interview?

You did very well.

But if you haven't had exposure to this either through work experience or through course work it would be unfair to ask this question and use your answer to judge competence.

For a potential coworker role I would certainly be curious about your curiosity but a sharp ended question is not a way to explore that.

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