Hello! I have no idea with how do I even approach this probability problem. Thank you in advance..! A standard Cauchy random variable is a random variable X with the probability densityfunctionf(x) = 7(17)*T(1+x²)·(a) Verify that f is actually a density function (it is nonnegative and integrates to 1).(b) Show that E(|X|) = ∞.Hint for (b): Set up E(X) as an integral from -o to +∞, and then break it up into twopieces: -0 to 0 and 0 to +∞.

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A standard Cauchy random variable is a random variable X with the probability density function f(x) = #(1+2²)* (a) Verify that f is actually a density function (it is nonnegative and integrates to 1). (b) Show that E(|X|) = ∞.

A standard Cauchy random variable is a random variable X with the probability density function f(x) = #(1+2²)* (a) Verify that f is actually a density function (it is nonnegative and integrates to 1). (b) Show that E(|X|) = ∞.

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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Question

Hello! I have no idea with how do I even approach this probability problem. Thank you in advance..!

A standard Cauchy random variable is a random variable X with the probability density
function
f(x) = 7(17)*
T(1+x²)·
(a) Verify that f is actually a density function (it is nonnegative and integrates to 1).
(b) Show that E(|X|) = ∞.
Hint for (b): Set up E(X) as an integral from -o to +∞, and then break it up into two
pieces: -0 to 0 and 0 to +∞.

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