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.

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orchestra answered 1 year ago

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