Question
In: Statistics and Probability
For a random variable X with a Cauchy distribution with θ = 0 , so that...
For a random variable X with a Cauchy distribution with θ = 0 ,
so that
f(x) =(1/ π)/( 1 + x^2) for -∞ < x < ∞
(a) Show that the expected value of the random variable X does not
exist.
(b) Show that the variance of the random variable X does not
exist.
(c) Show that a Cauchy random variable does not have finite moments
of order greater than or equal to one.
Solutions
orchestra answered 1 year agoRelated Solutions
The random variable X is distributed with pdf fX(x, θ) = c*x*exp(-(x/θ)2), where x>0 and θ>0....
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a) What is the constant c?
b) We consider parameter θ is a number. What is MLE and MOM of
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c) Please calculate the Crameer-Rao Lower Bound (CRLB). Compare
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a) What is the constant c?
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