Question: Let X be a real random variable, and consider the cases (a) X is UOE0;1-distributed, (b) X is Cauchy distributed with density .x/ D 1

Let X be a real random variable, and consider the cases

(a) X is UOE0;1-distributed,

(b) X is Cauchy distributed with density .x/ D 1



1 1Cx2 ,

(c) X D eY for an N0;1-distributed random variable Y .

Check whether the expectation E.X/ and the variance V.X/ exist. If so, calculate their values.

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