If X has the Cauchy distribution, the mean of X does not exist. What would you expect

Question:

If X has the Cauchy distribution, the mean of X does not exist. What would you expect to happen if you simulated a large number of Cauchy random variables and computed their average?
Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

Question Posted: