Let f(x) = 1/[(1 + x2)], < x < , be the pdf of the Cauchy

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Let f(x) = 1/[π(1 + x2)], −∞ < x < ∞, be the pdf of the Cauchy random variable X. Show that E(X) does not exist.

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Probability and Statistical Inference

ISBN: 978-0321923271

9th edition

Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman

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Question Posted: Oct 12, 2015 08:48 AM

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Let f(x) = 1/[(1 + x2)], < x < , be the pdf of the Cauchy

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