# Math Help - 2nd continuous random variable

1. ## 2nd continuous random variable

Consider the continuous random variable X with probability density function as:

Find
a) the value of C
b) the distribution function of X
c) the second moment about the origin of X.

Again, infinity confuses me. I can't figure out how to do the problem because it's not a "normal" number.

2. Originally Posted by ban26ana
Consider the continuous random variable X with probability density function as:

Find
a) the value of C
b) the distribution function of X
c) the second moment about the origin of X.

Again, infinity confuses me. I can't figure out how to do the problem because it's not a "normal" number.
a) $\int_{-\infty}^{+\infty} \frac{C}{1 + x^2} \, dx = \lim_{\alpha \rightarrow \infty} \left[ C \tan^{-1} x\right]_{-\alpha}^{\alpha} = C \pi \, ....$

b) Do you mean the cumulative density function $F(x) = \Pr(X < x)$.

c) Try to calculate $E(X^2)$. You'll find it's undefined. The mean (first moment about the origin) of X is also undefined. This is a famous property of this particular pdf (which is an example of a Cauchy distribution: http://en.wikipedia.org/wiki/Cauchy_distribution).

3. [quote=mr fantastic;196408]
b) Do you mean the cumulative density function $F(x) = \Pr(X < x)$>
[quote]
I assume so. Our professor calls it the distribution function.

4. Originally Posted by ban26ana
Originally Posted by mr fantastic
b) Do you mean the cumulative density function $F(x) = \Pr(X < x)$
I assume so. Our professor calls it the distribution function.
$F(x) = \Pr(X < x) = \frac{1}{\pi} \int_{-\infty}^{x} \frac{1}{1 + t^2} \, dt = \frac{1}{\pi} \lim_{\alpha \rightarrow - \infty} \left[ \tan^{-1} t \right]_{\alpha}^{x} = \, ....$