A “mean” and “variance” for the Cauchy that has neither
Wrap deviations into bounded trial directions to find the Cauchy peak and a variance with constant line width. An Epistemic Physics derivation meets McCullagh’s location and scale.
The Cauchy distribution has a clear peak and a recognizable width, yet its ordinary population mean, variance, and standard deviation are undefined: the tail integrals do not converge. Can we build useful counterparts from quantities that stay finite?
Imagine a small observatory. Wrap the number line around its circular horizon, let trials contribute arrows, and move the observatory until they balance above and below. That position will be our “mean.” A ratio of trial amounts will give a width; its square will be our “variance.” The mean will sit at the Cauchy peak, and moving it at fixed variance will slide the curve without widening it.
A ruler that travels with the observatory
Choose a tentative center
The inverse tangent,
An enormous deviation becomes a finite arrow near nine o’clock. Moving
How does opening this circle produce a Cauchy?
This map is stereographic projection: a ray from the cut through a rim point meets a straight ruler, which we can turn horizontally to draw the line.
| Place on the horizon | Angle | Line value |
|---|---|---|
| Lower approach to the cut | ||
| Bottom | ||
| Rightmost point | ||
| Top | ||
| Upper approach to the cut |
A uniform horizon has probability per angle
Other circular shapes let the width vary independently of
Turn deviations into trial amounts
In the compass extension, each trial contributes the length-one arrow
Write
The weights sum to one, so
Positive deviations pull upward; negative deviations pull downward. All three weights stay bounded, even far down a tail.
Find the mean by balancing above and below
Move the observatory until the vertical arrows cancel. Define the balance mean
For a Cauchy, this balance has exactly one zero: its peak and median, whose location is conventionally called
Why does the balance pick out the peak?
A Cauchy with location
Averaging our bounded trial weights gives
The denominator stays positive, so
To evaluate the averages, set
The real part is
where
Give variance a constant line width
At the balanced center, the trial ratio recovers the Cauchy width
The width
For example,
Check the width calculation
At
Divide the second by the first:
Predict what will move in the demo. The line curve should travel with the rose mean. Will the recentered circular shape or its near/far balance change?
Move the Cauchy mean, keep the width
Drag the rose peak: sideways moves the mean; up narrows the curve, down widens it. Watch the circle and line together. Arrow keys work too.
1. The recentered circle
The circular ruler moves with m; both infinities meet at the cut.
2. The same curve on the line
The gold interval holds the middle 50%. Drag the rose peak.
Precise controls and presets
- Balance mean m
- 0.800
- Line variance V
- 0.360
- Width √V
- 0.600
Peak and median
Squared width = L²(N/Y)²
Half the interquartile range
Middle half: [0.20, 1.40]. Moving m at fixed V translates this interval with length 1.200 throughout.
Explore the recentered trial balance
The recentered trial balance
Blue Y weights near-center deviations; apricot N weights far-from-center deviations. Total amount A = 4 and reference length L = 1 here. Moving the center with the curve preserves both amounts. Changing its width changes their ratio.
- Balance rapidity χ
- 0.255
- Rest mass M = 2√(YN)
- 3.873
The signed rapidity becomes negative when the width exceeds L.
Read the circle and line in detail
Number ticks slide around the circle as m moves. The rightmost point reads m, the top m + 1, and the bottom m − 1. Small ticks mark quarter steps where space allows; both infinities meet at the cut. Darker rim segments carry greater angular density. The blue dot is the recentered mean arrow, with vertical balance zero.
The rose marker stays on the peak as you drag it in either direction. Arrow keys work too. The gold interval contains 50% of the probability. Both axes stay fixed: x runs from −6 to +6, and the density scale from zero to 1.592 per unit x. Tails continue beyond this window.
Compare with McCullagh's location and scale
The values agree exactly: m is McCullagh's location μ, and √V is his scale γ. Our variance V is γ². The trial balance supplies the EP derivation, while A records a separate amount.
- μ = m
- 0.800
- γ = √V
- 0.600
- γ² = V
- 0.360
Compare the fixed-circle direction and spread
Keep the wrapping origin at zero instead of moving it with m. Its mean heading and wrapped variance can change during a line translation, because each part of that circle stretches differently. They measure direction and spread on the fixed circle.
- Unwrapped circular mean direction
- 1.000
- Fixed-circle wrapped variance
- 0.750
The width stays constant because the construction uses deviations. Shift every observation and the mean together:
Rapidity turns the ratio into a ruler
The Epistemic Physics rapidity
Equal amounts give
The belief and relativity field trip follows this ratio into the light cone.
Follow the light-cone and Doppler connection
The collective spatial arrow is
Here
The hyperbolic tangent is
Unwrapping with
Negative
Meet McCullagh: the same center and width
McCullagh packages a Cauchy as the complex point
| Quantity | Epistemic Physics | McCullagh |
|---|---|---|
| Center | ||
| Width | ||
| Squared width |
The numbers agree; the EP route derives them through trial amounts. McCullagh’s 1992 paper develops the complex parametrization, and his 1996 paper develops its circular geometry. The total amount
Our observatory has found a traveling center and a steady width. The side trips below explore what happens when we change rulers or ask how much trial amount supports the curve.
Further explorations
Change the ruler: try McCullagh's transformation demo
A Möbius transformation changes the ruler by a fraction
A translation gives
Two routes to the same Cauchy curve
Start with balance mean m = 0.8 and line variance V = 0.36, giving McCullagh's parameter w = m + i√V = 0.8 + 0.6i. Shift the curve: its width stays fixed. Then try a scaling or a reciprocal, applying the same transformation to every sample and to w.
Three example samples
| -0.8 | 0.2 |
| 0.4 | 1.4 |
| 1.6 | 2.6 |
The parameter takes the same ride
- Before: w
- 0.8 + 0.6i
- After: T(w)
- 1.800 + 0.600i
EP statistics and McCullagh's parameters agree
| Quantity | Before | After |
|---|---|---|
| Balance mean m = location μ | 0.8 | 1.800 |
| Width √V = scale γ | 0.6 | 0.600 |
| Line variance V = γ² | 0.36 | 0.360 |
A shift adds 1 to the mean while preserving variance 0.36 and width 0.6. The two curves have exactly the same shape.
Compare the fixed-circle statistics too
Wrapping line values with φ = 2 arctan x gives a mean vector z. Its heading and wrapped variance use the fixed circle's ruler, so they can change even when line width stays fixed.
| Circle quantity | Before | After |
|---|---|---|
| Unwrapped mean direction | 1.000 | 1.956 |
| Mean vector z | (0.000, 0.500) | (-0.448, 0.621) |
| Wrapped variance = M²/A² | 0.750 | 0.414 |
These presets have ad − bc > 0, so the parameter stays above the real line. The reciprocal chart has a pole at x = 0; a continuous Cauchy sample hits that exact point with probability zero. The displayed curve window does not include the whole probability mass.
For general coefficients, the parameter rule gives
Compare the fixed circle's direction and spread
Leave the wrapping origin at zero. For its unit arrows
Expanding the square and using
| Ruler | Center statistic | Spread statistic |
|---|---|---|
| Line, using recentered trials | Peak | Squared width |
| Fixed unit circle, | Unwrapped heading | Wrapped variance |
A line translation rearranges the fixed circle’s angles nonuniformly, so its wrapped statistics can change at constant line width. A rigid circle rotation preserves wrapped variance, while its line image can widen near the cut.
Even in the recentered chart, wrapped variance is
Widths
Decode directly from a fixed-chart trial ledger
Suppose the ledger already uses
For a Poisson circular belief with positive rest mass, the direct decoder is
Unwrapping its density gives the denominator
to recover that center and width. In complex notation this is the Cayley transform, from the disk to the upper half-plane:
These amounts belong to the fixed chart; the ratio
Same curve, different trial amounts: explore uncertainty
Balances
A Dirichlet process, or DP, models random allocations of weight around the circle. Write
Increase
Same Cauchy curve, different trial amounts
Keep one Cauchy curve; change how much trial weight carries it. Choose the right-hand amount and compare the two interior clouds. Drag either rose point to move both rims together.
Reference: A = 4
- Wrapped variance on the rim
- 0.750
- Variance of wrapped balances
- 0.1500
Your comparison: A = 16
- Wrapped variance on the rim
- 0.750
- Variance of wrapped balances
- 0.0441
Both curves have line mean 0.800 and line variance 0.360. Their possible wrapped balances have total coordinate variances 0.1500 and 0.0441. More amount tightens uncertainty about the wrapped balance.
Why the rim stays fixed while its balance cloud tightens
A includes the prior and is the concentration of a Dirichlet process, a probability model for random weights around the circle. B is the mean vector of one allocation; z is its expected value, the rose point. Each coordinate variance is half the displayed total in this family. The density's peak may lie away from the rose point. These values describe uncertainty in B; uncertainty about a decoded line peak requires a further nonlinear calculation.
The interiors share one color scale for probability density per unit area, using log(1 + density). Both rims share a separate scale for directional density. At A = 1 with a uniform horizon, the possible wrapped balance is uniform throughout the disk.
The exact density drawn here
Each pixel evaluates this continuous-circle formula. Changing A preserves the chosen Poisson base with mean z; adding particular observed trials can change that base too.
The probability model and its exact density
For
The demo uses the Poisson kernel, or circular Cauchy, as its base density:
Its mean is
Its covariance matrix is
For the uniform horizon,
The angle is uniform and independent of the radius, with
For a general DP base
where
Why does this density describe the DP mean?
The Markov-Krein transform records all the moments of a DP mean. James develops the identity and its Gamma-process interpretation. We can verify the density by recovering its fingerprint exactly. Throughout this check,
The general DP identity is
It follows by representing Dirichlet weights as normalized independent Gamma amounts. Their Laplace transforms multiply; taking logarithms turns that product into the integral. For the circular-Cauchy base, the Poisson kernel’s harmonic averaging property evaluates the logarithmic integral and gives
Here “harmonic averaging” means that the kernel reconstructs an interior harmonic function from its values on the rim.
Now check the proposed disk density. A useful tool is the Beta integral, defined by
For positive numbers
Use
The notation
Define three positive quantities
Substituting
This is another Beta integral. One route is to set
Multiplying back the density’s prefactor cancels the Beta factor and
What changes beyond the Cauchy family?
For observed trial weights, the same near, far, and vertical sums produce an empirical ledger. A general dataset may have several balance centers. The unique peak and exact scale identities above are population results for the Cauchy family.
A full ledger can retain multiple peaks and observed atoms. Replacing its mean measure by a Poisson kernel keeps the mean vector and total wrapped variance while selecting a particular shape. East-west and north-south ledgers can share those summaries and still retain different information. The compass chapter explores this distinction.
Transporting the entire random measure, keeping every direction’s weight, preserves trial amounts and lineage. An atom at the cut can retain the point at infinity, or we can choose another cut. Adding ledgers pools evidence; it does not generally multiply their decoded Cauchy curves.