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Does a subset with small cardinality represent the whole set?
Assume that we have heavy-tailed distribution $F(x)$ such that
\begin{align}
F(x)=\mathbb{P}[X\geq x]=x^{-0.5}.
\end{align}
Then, we produce $N$ independent samples $X_1,X_2,\ldots,X_N$ from this ...
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