Question: Let X be a random variable with density function which is the density of the Cauchy distribution see Exercise 12 of Section 6.2. Prove

Let X be a random variable with density function1 f(x) = (1+x)' -8

which is the density of the Cauchy distribution – see Exercise 12 of Section 6.2.
Prove that the expectation of X does not exist.

1 f(x) = (1+x)' -8

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