This content originally displayed an interactive Java applet showing the Normal minus Cauchy probability density function. Java applets are no longer supported in modern browsers for security reasons. This applet plots 400 points as x varies from x = -10 to x = +10. The vertical axis shows the value of f(x) minus g(x), where f(x) is the normal density, and g(x) is the Cauchy density. The blue area corresponds to the region f(x)>g(x), while the red area corresponds to the region g(x)>f(x). The Cauchy distribution has much greater probability in the extreme tails. java source code not available |