Abstract
What is the set of possible values of a measurement error? In the majority of practical applications an error is caused not by a single cause; it is caused by a large number of independent causes, each of which adds a small component to the total error. This fact is widely used in statistics: namely, since it is known that the distribution of the sum of many independent small random variables is close to one of the so called infinitely divisible ones (a class which includes the well known Gaussian distribution), we can safely assume that the distribution of the total error is infinitely divisible. This assumption is used in the majority of the statistical applications.
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