- #1

Natchanon

- 31

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- Homework Statement
- I'm given a probability density function p(x) = (1/pi)(1/(x^2+1)) and asked to find its variance.

- Relevant Equations
- <x> = integral from -inf to inf of x / pi(x^2+1) dx

<x^2> = integral from -inf to inf of (x^2) / pi(x^2+1) dx

variance = <x^2> - <x>^2

I found that <x> of p(x) = 1/π(x

Thanks

^{2}+ 1) is 0. But its <x^2> diverges. I don't know if there are other ways of interpreting it besides saying that the variance is infinity. I usually don't see variance being infinity, so I'm not sure if my answer is correct. So, can variance be infinity? And does its being infinity in this problem make sense?Thanks

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