Thread: Cauchy distribution?

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Originally Posted by ninano1205

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The reason we can't say E(X) = 0 for a Cauchy distribution is that the expected value does not exist. Try looking at the integral for E(X) and see if you can show it diverges.

I understand this distribution has infinitely long tails so E(x) does not exist bt how can we prove that mathematically?? from the equations?

Originally Posted by ninano1205

I understand this distribution has infinitely long tails so E(x) does not exist bt how can we prove that mathematically?? from the equations?

Yes. None of the relevant integrals have a finite answer.