Gauss vs. Cauchy

["Gene Pope" <gene@xxxxxxxxxxxxx>]

Hey all,

I'm trying to figure out how to write a variation on the StandardDev
function in TS such that it reflects a non-Gaussian distribution, such as
Cauchy or Paretian.

I'm having difficulty translating the available formulas that describe the
area under the distribution curves into the equivalent Deviation off of
prices (or log of prices).

Anyone out there who can throw me a bone (or point me to a better source for
the math)? Much appreciated.

Best regards,

Gene Pope