Greetings,
I am studying probability theory [non-measure theory] from a textbook.
I stumbled to the topic stating that Cauchy Distribution has no moments.
It was not proved, and I tried working it via direct calculation of the improper integral of E[X^n] for the case n=1.
Anyhow, I wanted to generalize this without success. I stumbled upon this thread here:
https://www.physicsforums.com/threads/how-to-prove-the-cauchy-distribution-has-no-moments.992416/
I really enjoyed the proof...