Question: A continuous random variable is said to have the standard Cauchy distribution if its PDF is given by If X has a standard Cauchy distribution,

A continuous random variable is said to have the standard Cauchy distribution if its PDF is given byfx(x) 1 (1 + x)

If X has a standard Cauchy distribution, show that EX is not well-defined. Also, show EX2 = ∞.

fx(x) 1 (1 + x)

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