Question: A random variable X with probability density function is called a Cauchy random variable. (a) Find c. (b) Show that E(X) does not exist. f(x)

A random variable X with probability density function

f(x) = 1+x21

is called a Cauchy random variable.

(a) Find c.

(b) Show that E(X) does not exist.

f(x) = 1+x21

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