Lévy distributions

Abstract
Some natural phenomena are easy to observe, whereas others can only be measured under quite peculiar conditions. This does not tell us much about the importance of each type of phenomena, but it does indicate how frequently they occur: the first type tends to be common, while the second only happens rarely. These ideas go some way to explaining why there are so many Gaussian distributions in nature. Phenomena as diverse as the variation in people's heights, the concentration of skin melanine in a given human group and the intensities of various natural sounds all follow this single statistical law.