When standard deviation is undefined?

AI Thread Summary
Standard deviation can be undefined when the variance integral diverges, which is common in certain probability distributions like the Cauchy distribution. In this case, the user provided a probability density function f(x) = 24/x^3 but did not specify any restrictions on x. The lack of valid constraints on x raises questions about the legitimacy of the density function. Without proper limits, the integral for calculating variance becomes undefined. Clarifying the domain of x is essential for determining the validity of the probability density function.
socrates_1
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Hi, I just solved a probability density function problem and the standard deviation is undefined.Does anyone know why it happens?It would help to develop my understanding.Thanks.
 
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Since you provided no details about the problem or the distribution you derived, it's hard for anyone to comment. Do you mean that the integral diverges when you try to calculate the variance? That's not unusual; there are a number of distributions lacking finite variance (see: Cauchy distribution).
 
Number Nine said:
Since you provided no details about the problem or the distribution you derived, it's hard for anyone to comment. Do you mean that the integral diverges when you try to calculate the variance? That's not unusual; there are a number of distributions lacking finite variance (see: Cauchy distribution).

Thank you very much for your response.The probability density function is given by :
f(x)= 24/x^3

When I try to calculate ∫ (x^2) f(x) - (m^2) is undefined.Why this is so?
 
socrates_1 said:
Thank you very much for your response.The probability density function is given by :
f(x)= 24/x^3

That's not a valid density function. Are there any restrictions on x that you are forgetting to tell us?
 
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