If X has the p.d.f. 1/x2 for x > 1, the mean of X is infinite. What

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If X has the p.d.f. 1/x2 for x > 1, the mean of X is infinite. What would you expect to happen if you simulated a large number of random variables with this p.d.f. and computed their average?
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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