danicathea
New member
- Joined
- Jul 23, 2013
- Messages
- 4
Hi,
I need to find a probability density function f(x) such that a random variable X with f(x) as its probability density function does have a well defined expected value E(X), but does not have a well defined variance Var(X). So basically E(X) exists but Var(X) does not. The function has to met the requirements that it needs to have f(x)> or equal 0 be integrable and it bust f(x)dx=1 from negative infinity to positive infinity.
I am very confused by this not sure if I just try different functions which would take me forever to do I think.
Thank you
Amy G
I need to find a probability density function f(x) such that a random variable X with f(x) as its probability density function does have a well defined expected value E(X), but does not have a well defined variance Var(X). So basically E(X) exists but Var(X) does not. The function has to met the requirements that it needs to have f(x)> or equal 0 be integrable and it bust f(x)dx=1 from negative infinity to positive infinity.
I am very confused by this not sure if I just try different functions which would take me forever to do I think.
Thank you
Amy G
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