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When standard deviation is undefined?

  1. Dec 3, 2012 #1
    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.
     
  2. jcsd
  3. Dec 3, 2012 #2
    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).
     
  4. Dec 4, 2012 #3
    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?
     
  5. Dec 4, 2012 #4

    micromass

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